-10.9%
SMCI vs MSTZ
-99.2%
+88.3%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +5.5% | -8.8% | -2.5% |
| 7D | +5.2% | -23.6% | +28.8% | +2.2% |
| 30D | +23.7% | -60.7% | +84.5% | +10.4% |
| 3M | -4.2% | -58.3% | +54.0% | -10.4% |
| 6M | +21.7% | -60.0% | +81.8% | +19.4% |
| YTD | +33.0% | -75.2% | +108.2% | +31.0% |
| 1Y | -9.3% | -19.9% | +10.6% | +13.3% |
| All | -10.9% | -99.2% | +88.3% | -4.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling