-13.0%
MSTZ vs AXTX
-97.1%
+84.0%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AXTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -16.7% | +24.4% | +5.3% |
| 7D | +21.1% | -48.3% | +69.4% | +14.3% |
| 30D | +40.1% | -74.7% | +114.7% | +25.8% |
| 3M | -66.1% | -83.2% | +17.1% | -69.3% |
| All | -13.0% | -97.1% | +84.0% | -20.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling