+38.6%
SLB vs MSTZ
-56.7%
+95.2%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.6% |
| 7D | -7.1% | -1.2% | -5.9% | -7.0% |
| 30D | +4.1% | +22.2% | -18.1% | +4.9% |
| 3M | -2.6% | -70.4% | +67.8% | -4.6% |
| 6M | -8.6% | -31.0% | +22.4% | -5.3% |
| YTD | +32.2% | -81.0% | +113.3% | +35.2% |
| All | +38.6% | -56.7% | +95.2% | +43.0% |
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