-2.7%
SMCI vs MSTZ
-29.5%
+26.7%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.6% | +1.9% | +4.9% |
| 7D | +6.8% | -29.7% | +36.5% | +2.6% |
| 30D | +30.6% | -65.3% | +95.9% | +14.6% |
| 3M | -15.6% | -57.3% | +41.7% | -18.1% |
| 6M | +21.3% | -61.6% | +82.9% | +21.4% |
| YTD | +35.3% | -78.3% | +113.5% | +31.1% |
| 1Y | -2.7% | -30.2% | +27.5% | +27.8% |
| All | -2.7% | -29.5% | +26.7% | +27.8% |
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