+281.8%
SITM vs MSTZ
-99.2%
+381.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +8.2% | -10.3% | -1.0% |
| 7D | +8.4% | -25.4% | +33.7% | +5.1% |
| 30D | -17.4% | -60.9% | +43.5% | -25.7% |
| 3M | -9.8% | -54.2% | +44.3% | -13.9% |
| 6M | +83.0% | -65.0% | +148.0% | +75.5% |
| YTD | +69.6% | -76.5% | +146.1% | +63.5% |
| 1Y | +144.9% | -23.4% | +168.3% | +211.5% |
| All | +281.8% | -99.2% | +381.0% | +244.9% |
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