-70.2%
SMR vs MSTZ
-12.4%
-57.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +6.6% | -12.1% | -3.5% |
| 7D | +4.7% | +24.8% | -20.1% | +12.2% |
| 30D | +3.2% | -59.2% | +62.5% | -17.8% |
| 3M | +9.9% | -56.9% | +66.8% | -2.5% |
| 6M | -15.1% | -57.6% | +42.5% | -14.0% |
| YTD | -27.9% | -73.6% | +45.6% | -25.0% |
| 1Y | -70.2% | -15.6% | -54.7% | -44.3% |
| All | -70.2% | -12.4% | -57.9% | -44.3% |
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