+417.3%
SIMO vs MSTZ
-99.2%
+516.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +8.2% | -2.0% | +6.7% |
| 7D | +14.6% | -25.4% | +40.0% | +13.0% |
| 30D | +6.2% | -60.9% | +67.1% | +1.3% |
| 3M | +3.6% | -54.2% | +57.7% | +1.1% |
| 6M | +130.8% | -65.0% | +195.8% | +123.7% |
| YTD | +195.8% | -76.5% | +272.3% | +188.2% |
| 1Y | +225.0% | -23.4% | +248.4% | +256.0% |
| All | +417.3% | -99.2% | +516.5% | +378.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling