+305.2%
SITM vs MSTZ
-99.1%
+404.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -3.8% | +9.3% | +5.0% |
| 7D | +3.9% | +17.0% | -13.2% | +6.3% |
| 30D | -6.6% | -61.8% | +55.2% | -16.3% |
| 3M | -11.9% | -54.6% | +42.7% | -16.2% |
| 6M | +81.1% | -59.3% | +140.4% | +77.5% |
| YTD | +80.0% | -74.6% | +154.6% | +75.6% |
| 1Y | +145.8% | -18.8% | +164.6% | +215.1% |
| All | +305.2% | -99.1% | +404.3% | +270.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling