-61.2%
MSTZ vs ABCL
+152.2%
-213.4%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.7% | -6.0% | +4.4% |
| 7D | -1.2% | -3.2% | +2.0% | -1.4% |
| 30D | +22.2% | -7.4% | +29.6% | +22.5% |
| 3M | -70.4% | +81.9% | -152.3% | -56.2% |
| 6M | -31.0% | +135.7% | -166.7% | +30.2% |
| YTD | -81.0% | +247.4% | -328.4% | -26.4% |
| 1Y | -61.2% | +162.3% | -223.4% | +36.5% |
| All | -61.2% | +152.2% | -213.4% | +36.5% |
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