+147.2%
SMH vs MSTZ
-99.3%
+246.5%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -7.6% |
| 3M | -9.6% | -57.3% | +47.7% | -12.3% |
| 6M | +42.1% | -61.6% | +103.7% | +39.6% |
| YTD | +57.4% | -78.3% | +135.7% | +53.2% |
| 1Y | +96.2% | -30.2% | +126.5% | +118.0% |
| All | +147.2% | -99.3% | +246.5% | +128.8% |
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 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