-27.4%
MSTZ vs AXTX
-92.7%
+65.4%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -8.1% | +13.0% | +3.7% |
| 7D | +30.8% | +9.8% | +21.0% | +35.0% |
| 30D | +41.2% | -65.3% | +106.5% | +31.9% |
| 3M | -60.9% | -83.3% | +22.4% | -64.7% |
| 6M | -15.7% | -97.0% | +81.3% | -28.8% |
| All | -27.4% | -92.7% | +65.4% | -25.5% |
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 · 6 months rolling