-49.4%
ORCL vs MSTZ
-56.3%
+6.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +7.6% | -9.1% | -0.5% |
| 7D | -6.5% | +21.1% | -27.6% | -3.6% |
| 30D | -16.6% | +40.1% | -56.6% | -11.0% |
| 3M | -21.6% | -66.1% | +44.5% | -27.6% |
| 6M | -39.4% | -20.7% | -18.6% | -33.4% |
| YTD | -38.7% | -78.6% | +39.9% | -38.9% |
| All | -49.4% | -56.3% | +6.9% | -43.8% |
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