+74.7%
SIMO vs MSTZ
-56.7%
+131.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.8% | +3.4% | +4.2% |
| 7D | -22.0% | -1.2% | -20.8% | -21.7% |
| 30D | -43.0% | +22.2% | -65.2% | -41.9% |
| 3M | -39.1% | -70.4% | +31.3% | -40.6% |
| 6M | -33.3% | -31.0% | -2.3% | -31.9% |
| YTD | +77.0% | -81.0% | +158.0% | +71.8% |
| All | +74.7% | -56.7% | +131.4% | +89.8% |
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