-27.4%
MSTZ vs AXTX
-70.4%
+43.1%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.5% | +8.0% | +5.1% |
| 7D | -23.6% | +41.4% | -64.9% | -20.0% |
| 30D | -60.7% | -25.5% | -35.3% | -61.0% |
| 3M | -58.3% | -63.3% | +5.0% | -57.2% |
| All | -27.4% | -70.4% | +43.1% | -19.4% |
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 5y: 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…
5y analysis · Full analysis span regression · Available span rolling