-65.1%
MSTZ vs BRKR
+65.8%
-130.9%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +12.9% | -22.5% | -5.9% |
| 7D | +0.7% | +2.9% | -2.2% | +2.7% |
| 30D | +16.6% | -0.1% | +16.7% | +20.0% |
| 3M | -74.7% | +26.9% | -101.6% | -72.9% |
| 6M | -43.9% | +75.6% | -119.5% | -28.4% |
| YTD | -84.0% | +35.8% | -119.9% | -78.1% |
| 1Y | -65.1% | +58.6% | -123.7% | -53.4% |
| All | -65.1% | +65.8% | -130.9% | -53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 1y: compounded portfolio wealth divided by compounded BRKR 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…
1y analysis · Full analysis span regression · 6 months rolling