-30.2%
MSTZ vs WYNN
-26.4%
-3.9%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.6% |
| 7D | -29.7% | -3.9% | -25.8% | -31.9% |
| 30D | -65.3% | -9.3% | -56.0% | -68.4% |
| 3M | -57.3% | -11.4% | -45.9% | -62.1% |
| 6M | -61.6% | -11.0% | -50.7% | -65.1% |
| YTD | -78.3% | -23.4% | -54.9% | -81.6% |
| 1Y | -30.2% | -24.8% | -5.4% | -38.2% |
| All | -30.2% | -26.4% | -3.9% | -38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WYNN.
Daily Out/Under-Performance
Portfolio return minus WYNN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WYNN 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 WYNN 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