-30.2%
MSTZ vs ALC
-10.2%
-20.1%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.2% | +4.8% | +1.7% |
| 7D | -29.7% | -2.1% | -27.6% | -30.3% |
| 30D | -65.3% | -0.1% | -65.2% | -65.2% |
| 3M | -57.3% | +5.9% | -63.2% | -56.0% |
| 6M | -61.6% | -15.9% | -45.7% | -66.6% |
| YTD | -78.3% | -10.1% | -68.2% | -79.8% |
| 1Y | -30.2% | -10.2% | -20.0% | -42.5% |
| All | -30.2% | -10.2% | -20.1% | -42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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