-30.2%
MSTZ vs SM
+37.6%
-67.8%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.5% | +5.1% | +2.5% |
| 7D | -29.7% | +0.1% | -29.8% | -29.7% |
| 30D | -65.3% | +26.3% | -91.6% | -65.0% |
| 3M | -57.3% | +8.7% | -66.0% | -57.4% |
| 6M | -61.6% | +51.7% | -113.3% | -55.1% |
| YTD | -78.3% | +99.0% | -177.3% | -65.6% |
| 1Y | -30.2% | +34.6% | -64.8% | +9.6% |
| All | -30.2% | +37.6% | -67.8% | +9.6% |
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