-30.2%
MSTZ vs ABCL
+186.8%
-217.1%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.2% | +3.8% | +2.0% |
| 7D | -29.7% | +0.7% | -30.4% | -29.0% |
| 30D | -65.3% | +93.1% | -158.4% | -47.8% |
| 3M | -57.3% | +79.4% | -136.8% | -36.8% |
| 6M | -61.6% | +214.9% | -276.5% | -1.8% |
| YTD | -78.3% | +234.2% | -312.5% | -25.8% |
| 1Y | -30.2% | +174.8% | -205.0% | +117.4% |
| All | -30.2% | +186.8% | -217.1% | +117.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ABCL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling