-99.3%
MSTZ vs ABCL
+359.6%
-458.9%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +5.2% | -0.3% | +8.4% |
| 7D | +4.3% | +12.4% | -8.1% | +14.4% |
| 30D | +30.2% | -0.4% | +30.5% | +36.1% |
| 3M | -66.9% | +80.4% | -147.3% | -46.4% |
| 6M | -26.3% | +138.5% | -164.9% | +57.9% |
| YTD | -80.1% | +265.5% | -345.6% | -22.0% |
| 1Y | -57.5% | +219.7% | -277.2% | +54.9% |
| All | -99.3% | +359.6% | -458.9% | -91.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling