-40.9%
SE vs MSTZ
-29.5%
-11.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.6% | -3.5% | -0.8% |
| 7D | -6.1% | -29.7% | +23.6% | -7.2% |
| 30D | -2.5% | -65.3% | +62.8% | -6.5% |
| 3M | +21.7% | -57.3% | +79.0% | +18.9% |
| 6M | +27.0% | -61.6% | +88.6% | +23.1% |
| YTD | -12.1% | -78.3% | +66.1% | -14.1% |
| 1Y | -40.9% | -30.2% | -10.7% | -32.4% |
| All | -40.9% | -29.5% | -11.5% | -32.4% |
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