-73.1%
SMR vs MSTZ
-29.5%
-43.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.6% | -3.1% | +0.3% |
| 7D | +4.4% | -29.7% | +34.1% | -4.3% |
| 30D | +3.4% | -65.3% | +68.7% | -21.3% |
| 3M | -19.2% | -57.3% | +38.2% | -26.5% |
| 6M | -22.6% | -61.6% | +39.0% | -23.5% |
| YTD | -31.5% | -78.3% | +46.7% | -33.0% |
| 1Y | -73.1% | -30.2% | -42.8% | -53.1% |
| All | -73.1% | -29.5% | -43.6% | -53.1% |
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