-30.2%
MSTZ vs ALM
+318.3%
-348.6%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.5% | +4.1% | +1.9% |
| 7D | -29.7% | -2.6% | -27.1% | -30.4% |
| 30D | -65.3% | +32.0% | -97.3% | -59.5% |
| 3M | -57.3% | -15.0% | -42.3% | -55.3% |
| 6M | -61.6% | -10.1% | -51.5% | -55.7% |
| YTD | -78.3% | +99.4% | -177.7% | -67.6% |
| 1Y | -30.2% | +316.4% | -346.6% | -9.2% |
| All | -30.2% | +318.3% | -348.6% | -9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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