-99.3%
MSTZ vs SFM
-53.4%
-45.9%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.0% | +3.9% | +5.5% |
| 7D | +4.3% | -10.2% | +14.5% | -1.1% |
| 30D | +30.2% | -23.9% | +54.0% | +13.5% |
| 3M | -66.9% | -42.3% | -24.6% | -75.5% |
| 6M | -26.3% | -40.1% | +13.8% | -43.7% |
| YTD | -80.1% | -37.8% | -42.3% | -83.8% |
| 1Y | -57.5% | -37.1% | -20.4% | -65.2% |
| All | -99.3% | -53.4% | -45.9% | -99.5% |
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