-30.2%
MSTZ vs BRKR
+100.6%
-130.8%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.5% | +4.1% | +2.2% |
| 7D | -29.7% | +2.5% | -32.2% | -29.0% |
| 30D | -65.3% | +11.5% | -76.8% | -63.9% |
| 3M | -57.3% | -2.4% | -55.0% | -56.5% |
| 6M | -61.6% | +52.3% | -113.9% | -50.3% |
| YTD | -78.3% | +24.5% | -102.8% | -72.8% |
| 1Y | -30.2% | +97.3% | -127.6% | +33.7% |
| All | -30.2% | +100.6% | -130.8% | +33.7% |
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