-59.8%
MSTZ vs SM
+84.2%
-144.0%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.1% | +5.1% | +5.0% |
| 7D | +30.8% | +9.4% | +21.4% | +29.0% |
| 30D | +41.2% | -14.4% | +55.6% | +45.1% |
| 3M | -60.9% | +1.6% | -62.5% | -59.9% |
| 6M | -15.7% | +6.3% | -22.0% | -13.1% |
| YTD | -75.2% | +78.8% | -154.0% | -45.5% |
| 1Y | -59.8% | +83.1% | -142.9% | -9.8% |
| All | -59.8% | +84.2% | -144.0% | -9.8% |
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