+37.1%
SIRI vs MSTZ
-99.1%
+136.3%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.8% | +4.7% | +0.8% |
| 7D | +0.6% | +17.0% | -16.5% | +1.1% |
| 30D | +2.5% | -61.8% | +64.3% | 0.0% |
| 3M | +6.6% | -54.6% | +61.2% | +5.3% |
| 6M | +32.9% | -59.3% | +92.1% | +32.3% |
| YTD | +50.5% | -74.6% | +125.0% | +50.5% |
| 1Y | +28.0% | -18.8% | +46.8% | +37.3% |
| All | +37.1% | -99.1% | +136.3% | +32.7% |
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