+387.3%
SIMO vs MSTZ
-99.3%
+486.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +2.6% | +6.1% | +8.9% |
| 7D | +4.2% | -29.7% | +33.9% | +2.5% |
| 30D | +4.1% | -65.3% | +69.4% | -1.5% |
| 3M | -12.9% | -57.3% | +44.5% | -15.1% |
| 6M | +110.3% | -61.6% | +172.0% | +105.6% |
| YTD | +178.6% | -78.3% | +256.9% | +170.2% |
| 1Y | +220.0% | -30.2% | +250.2% | +248.6% |
| All | +387.3% | -99.3% | +486.5% | +348.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling