-65.1%
MSTZ vs WYNN
-32.5%
-32.6%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +6.1% | -15.6% | -4.9% |
| 7D | +0.7% | +15.4% | -14.7% | +12.6% |
| 30D | +16.6% | +6.8% | +9.8% | +23.6% |
| 3M | -74.7% | -15.4% | -59.3% | -77.9% |
| 6M | -43.9% | -20.0% | -24.0% | -54.7% |
| YTD | -84.0% | -31.0% | -53.0% | -87.6% |
| 1Y | -65.1% | -31.5% | -33.6% | -71.2% |
| All | -65.1% | -32.5% | -32.6% | -71.2% |
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