+12.5%
OKE vs MSTZ
-99.1%
+111.6%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.6% | -6.7% | 0.0% |
| 7D | 0.0% | +24.8% | -24.8% | +0.4% |
| 30D | +4.6% | -59.2% | +63.8% | +3.0% |
| 3M | +6.9% | -56.9% | +63.8% | +6.1% |
| 6M | +15.8% | -57.6% | +73.3% | +15.5% |
| YTD | +35.2% | -73.6% | +108.8% | +35.0% |
| 1Y | +37.6% | -15.6% | +53.1% | +46.0% |
| All | +12.5% | -99.1% | +111.6% | +16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 MSTZ 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