+6.4%
YUM vs MSTZ
-29.5%
+35.9%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.6% | -3.8% | -1.2% |
| 7D | -2.0% | -29.7% | +27.7% | -1.8% |
| 30D | -1.1% | -65.3% | +64.2% | -0.2% |
| 3M | +1.8% | -57.3% | +59.1% | +1.7% |
| 6M | -4.7% | -61.6% | +56.9% | -5.4% |
| YTD | +0.6% | -78.3% | +78.9% | -0.1% |
| 1Y | +6.4% | -30.2% | +36.6% | +3.8% |
| All | +6.4% | -29.5% | +35.9% | +3.8% |
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