-61.2%
MSTZ vs ALC
+2.0%
-63.2%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +2.9% | 0.0% |
| 7D | -1.2% | +4.9% | -6.1% | +0.7% |
| 30D | +22.2% | +19.0% | +3.2% | +30.2% |
| 3M | -70.4% | +7.8% | -78.2% | -69.2% |
| 6M | -31.0% | +14.6% | -45.6% | -26.6% |
| YTD | -81.0% | -4.4% | -76.6% | -81.7% |
| 1Y | -61.2% | +1.4% | -62.6% | -63.3% |
| All | -61.2% | +2.0% | -63.2% | -63.3% |
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 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