+279.8%
SMTC vs MSTZ
-99.1%
+379.0%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -3.8% | +8.8% | +4.7% |
| 7D | +13.1% | +17.0% | -4.0% | +15.0% |
| 30D | +19.5% | -61.8% | +81.2% | +10.1% |
| 3M | +2.2% | -54.6% | +56.8% | -1.3% |
| 6M | +94.9% | -59.3% | +154.1% | +92.2% |
| YTD | +127.0% | -74.6% | +201.5% | +122.8% |
| 1Y | +174.6% | -18.8% | +193.4% | +219.9% |
| All | +279.8% | -99.1% | +379.0% | +248.0% |
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