-99.1%
MSTZ vs WYNN
+15.0%
-114.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.2% | +7.6% | +3.1% |
| 7D | -23.6% | -1.4% | -22.2% | -24.7% |
| 30D | -60.7% | -11.8% | -49.0% | -66.7% |
| 3M | -58.3% | -15.8% | -42.4% | -66.4% |
| 6M | -60.0% | -10.7% | -49.3% | -65.0% |
| YTD | -75.2% | -24.5% | -50.7% | -81.1% |
| 1Y | -19.9% | -25.0% | +5.1% | -37.0% |
| All | -99.1% | +15.0% | -114.2% | -97.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling