-65.1%
MSTZ vs ALK
-1.1%
-64.0%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +8.8% | -18.3% | -4.4% |
| 7D | +0.7% | +12.4% | -11.7% | +8.7% |
| 30D | +16.6% | +2.1% | +14.5% | +19.1% |
| 3M | -74.7% | -23.9% | -50.8% | -78.1% |
| 6M | -43.9% | +8.2% | -52.1% | -35.2% |
| YTD | -84.0% | -20.5% | -63.5% | -84.2% |
| 1Y | -65.1% | -1.0% | -64.1% | -53.4% |
| All | -65.1% | -1.1% | -64.0% | -53.4% |
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