-55.5%
MSTZ vs SFM
-38.0%
-17.5%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -1.4% | +9.1% | +7.4% |
| 7D | +21.1% | -6.9% | +28.0% | +19.7% |
| 30D | +40.1% | -25.0% | +65.1% | +33.9% |
| 3M | -66.1% | -42.7% | -23.4% | -68.6% |
| 6M | -20.7% | -41.0% | +20.3% | -25.9% |
| YTD | -78.6% | -38.7% | -39.9% | -77.2% |
| 1Y | -55.5% | -38.1% | -17.4% | -53.9% |
| All | -55.5% | -38.0% | -17.5% | -53.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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