-99.3%
MSTZ vs SM
-21.5%
-77.9%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.7% | -4.6% | +22.3% | +16.0% |
| 7D | +13.4% | -25.1% | +38.5% | +1.4% |
| 30D | +37.5% | -15.6% | +53.1% | +29.1% |
| 3M | -69.9% | +2.7% | -72.6% | -68.8% |
| 6M | -32.0% | -3.8% | -28.1% | -32.6% |
| YTD | -81.2% | +61.8% | -143.0% | -69.1% |
| 1Y | -56.1% | +71.4% | -127.4% | -23.8% |
| All | -99.3% | -21.5% | -77.9% | -99.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling