-99.1%
MSTZ vs ALC
-22.8%
-76.3%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +3.2% | +1.8% | +7.2% |
| 7D | +30.8% | -1.1% | +31.9% | +29.7% |
| 30D | +41.2% | +16.0% | +25.1% | +58.7% |
| 3M | -60.9% | +0.8% | -61.7% | -60.4% |
| 6M | -15.7% | +16.8% | -32.5% | -3.6% |
| YTD | -75.2% | -5.5% | -69.7% | -76.1% |
| 1Y | -59.8% | -5.3% | -54.5% | -61.4% |
| All | -99.1% | -22.8% | -76.3% | -99.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling