+0.9%
ORCL vs MSTZ
-99.2%
+100.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +8.2% | -5.8% | +3.1% |
| 7D | +15.0% | -25.4% | +40.4% | +12.8% |
| 30D | +10.5% | -60.9% | +71.4% | +3.3% |
| 3M | -23.0% | -54.2% | +31.2% | -25.2% |
| 6M | +7.0% | -65.0% | +72.0% | +4.5% |
| YTD | -15.8% | -76.5% | +60.7% | -17.2% |
| 1Y | -31.1% | -23.4% | -7.7% | -24.9% |
| All | +0.9% | -99.2% | +100.1% | -1.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling