+209.5%
SIMO vs MSTZ
-99.4%
+308.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.8% | +3.4% | +4.2% |
| 7D | -22.0% | -1.2% | -20.8% | -21.8% |
| 30D | -43.0% | +22.2% | -65.2% | -41.6% |
| 3M | -39.1% | -70.4% | +31.3% | -41.8% |
| 6M | -33.3% | -31.0% | -2.3% | -31.2% |
| YTD | +77.0% | -81.0% | +158.0% | +73.8% |
| 1Y | +73.0% | -61.2% | +134.2% | +81.8% |
| All | +209.5% | -99.4% | +308.9% | +188.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling