+15.5%
YUM vs MSTZ
-99.2%
+114.7%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +5.5% | -7.9% | -2.4% |
| 7D | -3.6% | -23.6% | +20.0% | -3.5% |
| 30D | +0.4% | -60.7% | +61.1% | +0.4% |
| 3M | -3.8% | -58.3% | +54.5% | -3.8% |
| 6M | -8.3% | -60.0% | +51.7% | -8.5% |
| YTD | -2.6% | -75.2% | +72.6% | -2.8% |
| 1Y | +1.5% | -19.9% | +21.4% | +1.9% |
| All | +15.5% | -99.2% | +114.7% | +6.1% |
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 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