+96.2%
SMH vs MSTZ
-29.5%
+125.7%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.6% | 0.0% | +2.8% |
| 7D | +2.5% | -29.7% | +32.2% | +0.2% |
| 30D | -0.5% | -65.3% | +64.8% | -7.5% |
| 3M | -9.6% | -57.3% | +47.7% | -11.8% |
| 6M | +42.1% | -61.6% | +103.7% | +40.4% |
| YTD | +57.4% | -78.3% | +135.7% | +53.6% |
| 1Y | +96.2% | -30.2% | +126.5% | +133.5% |
| All | +96.2% | -29.5% | +125.7% | +133.5% |
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