-99.3%
MSTZ vs ALK
-5.8%
-93.5%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.7% | -3.2% | +21.0% | +14.7% |
| 7D | +13.4% | +7.1% | +6.3% | +22.1% |
| 30D | +37.5% | -3.0% | +40.5% | +35.9% |
| 3M | -69.9% | -25.6% | -44.3% | -76.6% |
| 6M | -32.0% | +0.5% | -32.5% | -27.6% |
| YTD | -81.2% | -23.1% | -58.1% | -82.8% |
| 1Y | -56.1% | -7.5% | -48.5% | -48.9% |
| All | -99.3% | -5.8% | -93.5% | -98.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling