+29.8%
SLB vs MSTZ
-99.3%
+129.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.2% | +4.3% | +2.0% |
| 7D | -1.2% | +31.0% | -32.2% | +0.1% |
| 30D | +4.5% | +34.0% | -29.5% | +6.3% |
| 3M | -4.6% | -67.7% | +63.1% | -7.5% |
| 6M | -6.3% | -14.9% | +8.7% | -2.9% |
| YTD | +35.0% | -79.1% | +114.0% | +34.4% |
| 1Y | +38.8% | -58.9% | +97.8% | +44.3% |
| All | +29.8% | -99.3% | +129.1% | +26.7% |
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 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