-56.1%
MSTZ vs SUI
+1.3%
-57.4%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.7% | +0.7% | +17.0% | +17.8% |
| 7D | +13.4% | +8.8% | +4.6% | +14.5% |
| 30D | +37.5% | +8.9% | +28.6% | +40.8% |
| 3M | -69.9% | +2.0% | -72.0% | -69.7% |
| 6M | -32.0% | -0.6% | -31.3% | -33.5% |
| YTD | -81.2% | +1.3% | -82.5% | -81.4% |
| 1Y | -56.1% | +1.3% | -57.3% | -55.7% |
| All | -56.1% | +1.3% | -57.4% | -55.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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