-30.2%
MSTZ vs SM
+36.8%
-67.0%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.1% | +5.7% | +2.4% |
| 7D | -29.7% | -0.5% | -29.2% | -29.7% |
| 30D | -65.3% | +25.6% | -90.9% | -65.0% |
| 3M | -57.3% | +8.0% | -65.4% | -57.4% |
| 6M | -61.6% | +50.8% | -112.4% | -55.1% |
| YTD | -78.3% | +97.9% | -176.2% | -65.6% |
| 1Y | -30.2% | +33.8% | -64.0% | +9.5% |
| All | -30.2% | +36.8% | -67.0% | +9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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