-23.8%
SYK vs MSTZ
-99.1%
+75.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +6.6% | -8.5% | -1.9% |
| 7D | -12.3% | +24.8% | -37.1% | -12.1% |
| 30D | -22.4% | -59.2% | +36.8% | -23.0% |
| 3M | -12.3% | -56.9% | +44.5% | -12.6% |
| 6M | -24.3% | -57.6% | +33.3% | -24.5% |
| YTD | -22.8% | -73.6% | +50.8% | -22.8% |
| 1Y | -28.8% | -15.6% | -13.2% | -26.2% |
| All | -23.8% | -99.1% | +75.3% | -24.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling