-99.2%
MSTZ vs SUI
-9.2%
-90.0%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.3% | +3.0% | +2.5% |
| 7D | -29.7% | -2.8% | -26.9% | -30.8% |
| 30D | -65.3% | -1.2% | -64.1% | -65.4% |
| 3M | -57.3% | -1.7% | -55.6% | -57.8% |
| 6M | -61.6% | -10.5% | -51.2% | -64.1% |
| YTD | -78.3% | -1.8% | -76.4% | -78.2% |
| 1Y | -30.2% | -4.1% | -26.2% | -31.1% |
| All | -99.2% | -9.2% | -90.0% | -98.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling