-28.0%
ORCL vs MSTZ
-29.5%
+1.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.6% | +0.5% | +3.4% |
| 7D | +5.3% | -29.7% | +35.0% | +1.8% |
| 30D | +10.0% | -65.3% | +75.3% | -1.6% |
| 3M | -32.6% | -57.3% | +24.7% | -35.3% |
| 6M | +4.9% | -61.6% | +66.6% | +3.0% |
| YTD | -17.8% | -78.3% | +60.5% | -20.3% |
| 1Y | -28.0% | -30.2% | +2.3% | -16.5% |
| All | -28.0% | -29.5% | +1.5% | -16.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling