+34.3%
SIRI vs MSTZ
-99.2%
+133.4%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.5% | -6.4% | -0.7% |
| 7D | -3.9% | -23.6% | +19.7% | -4.5% |
| 30D | -0.8% | -60.7% | +59.9% | -3.2% |
| 3M | +4.3% | -58.3% | +62.6% | +2.7% |
| 6M | +34.1% | -60.0% | +94.1% | +33.3% |
| YTD | +47.3% | -75.2% | +122.5% | +47.2% |
| 1Y | +22.9% | -19.9% | +42.8% | +31.8% |
| All | +34.3% | -99.2% | +133.4% | +29.8% |
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