-56.1%
MSTZ vs ABCL
+127.6%
-183.7%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.7% | -9.4% | +27.1% | +12.6% |
| 7D | +13.4% | -14.9% | +28.3% | +6.1% |
| 30D | +37.5% | -15.4% | +52.9% | +31.7% |
| 3M | -69.9% | +88.0% | -158.0% | -54.1% |
| 6M | -32.0% | +138.8% | -170.8% | +34.4% |
| YTD | -81.2% | +225.4% | -306.6% | -28.0% |
| 1Y | -56.1% | +137.3% | -193.4% | +48.4% |
| All | -56.1% | +127.6% | -183.7% | +48.4% |
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