-99.2%
MSTZ vs ALK
+1.1%
-100.4%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -0.4% | +8.0% | +7.3% |
| 7D | +21.1% | +12.9% | +8.2% | +36.6% |
| 30D | +40.1% | +5.5% | +34.5% | +49.0% |
| 3M | -66.1% | -12.1% | -54.0% | -69.3% |
| 6M | -20.7% | +1.7% | -22.4% | -16.0% |
| YTD | -78.6% | -17.4% | -61.2% | -79.1% |
| 1Y | -55.5% | -1.9% | -53.6% | -46.0% |
| All | -99.2% | +1.1% | -100.4% | -97.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling