+223.3%
SIMO vs MSTZ
-99.2%
+322.4%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +4.9% | -10.5% | -5.2% |
| 7D | +4.1% | +30.8% | -26.7% | +6.2% |
| 30D | -24.0% | +41.2% | -65.2% | -21.2% |
| 3M | -31.8% | -60.9% | +29.1% | -33.4% |
| 6M | -36.9% | -15.7% | -21.2% | -34.0% |
| YTD | +84.8% | -75.2% | +160.0% | +85.2% |
| 1Y | +99.0% | -59.8% | +158.8% | +109.0% |
| All | +223.3% | -99.2% | +322.4% | +207.5% |
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