+283.9%
SITM vs MSTZ
-99.1%
+383.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +6.6% | -4.5% | +3.0% |
| 7D | +4.8% | +24.8% | -20.0% | +8.2% |
| 30D | -9.7% | -59.2% | +49.5% | -18.4% |
| 3M | -9.3% | -56.9% | +47.5% | -14.5% |
| 6M | +69.5% | -57.6% | +127.1% | +67.0% |
| YTD | +70.5% | -73.6% | +144.1% | +67.2% |
| 1Y | +145.3% | -15.6% | +160.8% | +216.0% |
| All | +283.9% | -99.1% | +383.0% | +252.7% |
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