-27.6%
ORCL vs MSTZ
-99.4%
+71.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.9% |
| 7D | -11.2% | -1.2% | -9.9% | -10.9% |
| 30D | -18.8% | +22.2% | -41.0% | -16.0% |
| 3M | -18.8% | -70.4% | +51.6% | -24.0% |
| 6M | -39.7% | -31.0% | -8.7% | -37.0% |
| YTD | -39.6% | -81.0% | +41.4% | -40.2% |
| 1Y | -51.7% | -61.2% | +9.4% | -49.2% |
| All | -27.6% | -99.4% | +71.7% | -29.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling