+112.3%
SMH vs MSTZ
-99.2%
+211.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +4.9% | -7.9% | -2.5% |
| 7D | +4.9% | +30.8% | -25.9% | +7.7% |
| 30D | -13.8% | +41.2% | -55.0% | -9.9% |
| 3M | -17.4% | -60.9% | +43.5% | -20.3% |
| 6M | -15.0% | -15.7% | +0.7% | -9.5% |
| YTD | +35.2% | -75.2% | +110.4% | +36.7% |
| 1Y | +41.6% | -59.8% | +101.4% | +51.2% |
| All | +112.3% | -99.2% | +211.4% | +104.2% |
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