-30.2%
MSTZ vs ALK
-33.1%
+2.8%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.5% | +1.1% | +3.5% |
| 7D | -29.7% | -0.7% | -29.1% | -30.1% |
| 30D | -65.3% | -19.2% | -46.1% | -69.8% |
| 3M | -57.3% | -1.5% | -55.8% | -56.8% |
| 6M | -61.6% | -13.1% | -48.6% | -61.8% |
| YTD | -78.3% | -16.4% | -61.9% | -78.4% |
| 1Y | -30.2% | -33.1% | +2.8% | -31.2% |
| All | -30.2% | -33.1% | +2.8% | -31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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