+63.5%
SLB vs MSTZ
-24.0%
+87.5%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +8.2% | -8.9% | -0.5% |
| 7D | +0.4% | -25.4% | +25.8% | -0.2% |
| 30D | +13.6% | -60.9% | +74.5% | +11.2% |
| 3M | +1.5% | -54.2% | +55.7% | +1.4% |
| 6M | +23.0% | -65.0% | +88.0% | +22.6% |
| YTD | +51.2% | -76.5% | +127.7% | +52.5% |
| 1Y | +63.5% | -23.4% | +86.9% | +72.4% |
| All | +63.5% | -24.0% | +87.5% | +72.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling