-21.9%
ORCL vs MSTZ
-99.2%
+77.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.9% | -6.3% | -0.9% |
| 7D | +8.0% | +30.8% | -22.8% | +11.1% |
| 30D | -4.0% | +41.2% | -45.2% | +0.7% |
| 3M | -19.5% | -60.9% | +41.4% | -22.5% |
| 6M | -33.5% | -15.7% | -17.8% | -29.0% |
| YTD | -34.8% | -75.2% | +40.4% | -33.6% |
| 1Y | -41.6% | -59.8% | +18.2% | -37.9% |
| All | -21.9% | -99.2% | +77.3% | -21.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling