-99.2%
MSTZ vs ALM
+1,192.9%
-1,292.1%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.5% | +4.1% | +2.1% |
| 7D | -29.7% | -2.6% | -27.1% | -30.2% |
| 30D | -65.3% | +32.0% | -97.3% | -61.0% |
| 3M | -57.3% | -15.0% | -42.3% | -55.6% |
| 6M | -61.6% | -10.1% | -51.5% | -57.3% |
| YTD | -78.3% | +99.4% | -177.7% | -69.7% |
| 1Y | -30.2% | +316.4% | -346.6% | +15.8% |
| All | -99.2% | +1,192.9% | -1,292.1% | -98.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling