-61.2%
MSTZ vs SUI
-0.1%
-61.1%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.2% | +0.6% |
| 7D | -1.2% | +6.2% | -7.4% | -0.5% |
| 30D | +22.2% | +8.6% | +13.6% | +25.2% |
| 3M | -70.4% | +1.0% | -71.4% | -70.2% |
| 6M | -31.0% | -2.6% | -28.4% | -33.0% |
| YTD | -81.0% | -0.1% | -80.9% | -81.5% |
| 1Y | -61.2% | +0.5% | -61.6% | -61.5% |
| All | -61.2% | -0.1% | -61.1% | -61.5% |
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