-5.3%
SYK vs MSTZ
-57.9%
+52.6%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +17.7% | -19.0% | -1.5% |
| 7D | +7.5% | +13.4% | -5.9% | +7.3% |
| 30D | +20.4% | +37.5% | -17.1% | +19.6% |
| 3M | -0.3% | -69.9% | +69.7% | +1.3% |
| 6M | +14.2% | -32.0% | +46.1% | +14.1% |
| YTD | -3.8% | -81.2% | +77.3% | -3.4% |
| 1Y | -5.3% | -56.1% | +50.8% | -8.5% |
| All | -5.3% | -57.9% | +52.6% | -8.5% |
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