-8.5%
SMCI vs MSTZ
-55.4%
+46.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +8.2% | -6.5% | +2.1% |
| 7D | +9.7% | -25.4% | +35.0% | +8.4% |
| 30D | +29.3% | -60.9% | +90.2% | +26.8% |
| 3M | -8.5% | -54.2% | +45.7% | -12.3% |
| All | -8.5% | -55.4% | +46.9% | -12.3% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling