-32.0%
MSTZ vs SFM
-35.8%
+3.8%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.7% | -5.1% | +22.8% | +16.8% |
| 7D | +13.4% | +7.5% | +5.9% | +14.4% |
| 30D | +37.5% | -20.8% | +58.3% | +33.0% |
| 3M | -69.9% | -39.4% | -30.6% | -71.1% |
| 6M | -32.0% | -34.5% | +2.5% | -38.2% |
| All | -32.0% | -35.8% | +3.8% | -38.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling