+37.5%
SE vs MSTZ
-99.2%
+136.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +8.2% | -7.1% | +1.7% |
| 7D | +0.6% | -25.4% | +26.0% | -1.1% |
| 30D | -0.1% | -60.9% | +60.8% | -5.8% |
| 3M | +34.1% | -54.2% | +88.3% | +30.5% |
| 6M | +23.2% | -65.0% | +88.2% | +19.0% |
| YTD | -11.2% | -76.5% | +65.3% | -13.6% |
| 1Y | -40.5% | -23.4% | -17.1% | -32.8% |
| All | +37.5% | -99.2% | +136.7% | +29.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling