-99.2%
MSTZ vs WYNN
+17.6%
-116.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +0.7% | +7.4% | +9.0% |
| 7D | -25.4% | +1.8% | -27.2% | -23.9% |
| 30D | -60.9% | -9.8% | -51.0% | -66.1% |
| 3M | -54.2% | -11.8% | -42.4% | -61.3% |
| 6M | -65.0% | -8.8% | -56.2% | -68.6% |
| YTD | -76.5% | -22.8% | -53.7% | -81.7% |
| 1Y | -23.4% | -24.1% | +0.7% | -39.1% |
| All | -99.2% | +17.6% | -116.7% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling