-80.6%
MSTZ vs ADVB
-97.6%
+17.1%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.7% | -9.5% | +27.2% | +17.1% |
| 7D | +13.4% | -28.0% | +41.4% | +11.7% |
| 30D | +37.5% | -70.2% | +107.7% | +30.9% |
| 3M | -69.9% | -76.1% | +6.1% | -71.6% |
| 6M | -32.0% | -72.3% | +40.3% | -28.5% |
| YTD | -81.2% | -67.5% | -13.7% | -78.8% |
| 1Y | -56.1% | -78.6% | +22.5% | -53.6% |
| All | -80.6% | -97.6% | +17.1% | -92.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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