-99.1%
MSTZ vs SFM
-51.1%
-48.1%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.3% | +3.6% | +5.7% |
| 7D | +30.8% | +6.0% | +24.7% | +35.0% |
| 30D | +41.2% | -19.5% | +60.7% | +27.2% |
| 3M | -60.9% | -37.0% | -23.9% | -69.5% |
| 6M | -15.7% | -41.0% | +25.3% | -36.3% |
| YTD | -75.2% | -34.6% | -40.6% | -79.2% |
| 1Y | -59.8% | -36.3% | -23.5% | -67.3% |
| All | -99.1% | -51.1% | -48.1% | -99.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling