-99.1%
MSTZ vs WYNN
+12.7%
-111.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -2.0% | +8.6% | +4.4% |
| 7D | +24.8% | -3.4% | +28.2% | +20.3% |
| 30D | -59.2% | -15.4% | -43.8% | -67.0% |
| 3M | -56.9% | -15.8% | -41.1% | -65.2% |
| 6M | -57.6% | -13.5% | -44.1% | -64.1% |
| YTD | -73.6% | -26.0% | -47.6% | -80.3% |
| 1Y | -15.6% | -27.4% | +11.8% | -35.9% |
| All | -99.1% | +12.7% | -111.8% | -97.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling