-99.1%
MSTZ vs BRKR
-17.7%
-81.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.2% | -3.5% | -3.9% |
| 7D | +17.0% | -8.7% | +25.7% | +13.1% |
| 30D | -61.8% | -9.9% | -51.9% | -62.7% |
| 3M | -54.6% | -3.1% | -51.5% | -53.7% |
| 6M | -59.3% | +45.5% | -104.7% | -47.2% |
| YTD | -74.6% | +13.7% | -88.3% | -70.2% |
| 1Y | -18.8% | +67.4% | -86.2% | +22.0% |
| All | -99.1% | -17.7% | -81.4% | -99.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling