-99.2%
MSTZ vs SM
-13.2%
-86.0%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | +5.2% | +7.6% | +14.7% |
| 7D | +25.6% | +10.6% | +15.0% | +30.3% |
| 30D | +50.6% | -15.0% | +65.5% | +40.7% |
| 3M | -64.5% | +1.7% | -66.2% | -63.7% |
| 6M | -14.0% | +5.9% | -19.9% | -12.0% |
| YTD | -76.4% | +79.0% | -155.4% | -59.7% |
| 1Y | -56.2% | +84.7% | -140.9% | -23.0% |
| All | -99.2% | -13.2% | -86.0% | -98.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling