-65.1%
MSTZ vs SM
+70.4%
-135.5%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -15.3% | +5.7% | -6.8% |
| 7D | +0.7% | -21.5% | +22.2% | +5.0% |
| 30D | +16.6% | -11.4% | +28.0% | +20.1% |
| 3M | -74.7% | +0.6% | -75.3% | -73.9% |
| 6M | -43.9% | +0.2% | -44.2% | -41.7% |
| YTD | -84.0% | +69.7% | -153.7% | -68.8% |
| 1Y | -65.1% | +71.6% | -136.7% | -31.1% |
| All | -65.1% | +70.4% | -135.5% | -31.1% |
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