-48.8%
SE vs MSTZ
-63.1%
+14.3%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -9.6% | +14.0% | +4.0% |
| 7D | +6.7% | +0.7% | +5.9% | +6.8% |
| 30D | -17.2% | +16.6% | -33.8% | -16.3% |
| 3M | -28.0% | -74.7% | +46.6% | -30.9% |
| 6M | -6.1% | -43.9% | +37.8% | -6.5% |
| YTD | -37.1% | -84.0% | +46.9% | -38.8% |
| 1Y | -48.8% | -65.1% | +16.3% | -42.3% |
| All | -48.8% | -63.1% | +14.3% | -42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 MSTZ 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