-31.1%
MSTZ vs AXTX
-69.7%
+38.5%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +25.3% | -17.1% | +11.4% |
| 7D | -25.4% | +49.3% | -74.7% | -21.3% |
| 30D | -60.9% | -49.1% | -11.7% | -62.9% |
| 3M | -54.2% | -72.6% | +18.4% | -54.8% |
| All | -31.1% | -69.7% | +38.5% | -23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AXTX.
Daily Out/Under-Performance
Portfolio return minus AXTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXTX 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 AXTX 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 · Available span rolling