-99.3%
MSTZ vs ABCL
+336.8%
-436.1%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.7% | -6.0% | +5.2% |
| 7D | -1.2% | -3.2% | +2.0% | -1.6% |
| 30D | +22.2% | -7.4% | +29.6% | +22.3% |
| 3M | -70.4% | +81.9% | -152.3% | -51.4% |
| 6M | -31.0% | +135.7% | -166.7% | +49.4% |
| YTD | -81.0% | +247.4% | -328.4% | -28.0% |
| 1Y | -61.2% | +162.3% | -223.4% | +21.8% |
| All | -99.3% | +336.8% | -436.1% | -91.7% |
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