-99.3%
MSTZ vs ABCL
+309.2%
-408.5%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.7% | -9.4% | +27.1% | +11.5% |
| 7D | +13.4% | -14.9% | +28.3% | +4.4% |
| 30D | +37.5% | -15.4% | +52.9% | +30.0% |
| 3M | -69.9% | +88.0% | -158.0% | -49.2% |
| 6M | -32.0% | +138.8% | -170.8% | +50.8% |
| YTD | -81.2% | +225.4% | -306.6% | -31.6% |
| 1Y | -56.1% | +137.3% | -193.4% | +28.8% |
| All | -99.3% | +309.2% | -408.5% | -92.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling