-99.3%
MSTZ vs ALM
+485.0%
-584.3%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.7% | -9.6% | +27.3% | +14.3% |
| 7D | +13.4% | -14.5% | +27.9% | +8.3% |
| 30D | +37.5% | -39.0% | +76.6% | +19.2% |
| 3M | -69.9% | -40.3% | -29.7% | -73.3% |
| 6M | -32.0% | -60.3% | +28.3% | -43.1% |
| YTD | -81.2% | -9.8% | -71.4% | -79.2% |
| 1Y | -56.1% | +30.8% | -86.8% | -47.1% |
| All | -99.3% | +485.0% | -584.3% | -98.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling