+17.9%
SMR vs MSTZ
-99.2%
+117.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +5.5% | -8.8% | -1.9% |
| 7D | +13.1% | -23.6% | +36.6% | +7.1% |
| 30D | +17.8% | -60.7% | +78.5% | -3.1% |
| 3M | +8.1% | -58.3% | +66.4% | -2.9% |
| 6M | -11.1% | -60.0% | +48.9% | -11.9% |
| YTD | -23.7% | -75.2% | +51.5% | -22.9% |
| 1Y | -69.4% | -19.9% | -49.5% | -54.9% |
| All | +17.9% | -99.2% | +117.0% | +16.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling