-43.9%
MSTZ vs ABCL
+176.3%
-220.2%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +0.8% | -10.4% | -9.3% |
| 7D | +0.7% | -10.0% | +10.7% | -1.8% |
| 30D | +16.6% | -10.9% | +27.5% | +15.7% |
| 3M | -74.7% | +101.6% | -176.3% | -68.1% |
| 6M | -43.9% | +167.5% | -211.4% | -16.2% |
| All | -43.9% | +176.3% | -220.2% | -16.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling