+160.3%
SMTC vs MSTZ
-99.2%
+259.4%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +4.9% | -9.0% | -3.5% |
| 7D | +11.0% | +30.8% | -19.7% | +14.5% |
| 30D | -28.5% | +41.2% | -69.7% | -24.6% |
| 3M | -14.2% | -60.9% | +46.7% | -18.2% |
| 6M | -18.0% | -15.7% | -2.3% | -11.7% |
| YTD | +55.5% | -75.2% | +130.7% | +57.1% |
| 1Y | +69.5% | -59.8% | +129.3% | +84.0% |
| All | +160.3% | -99.2% | +259.4% | +145.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling