+174.6%
SMTC vs MSTZ
-18.6%
+193.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -3.8% | +8.8% | +4.8% |
| 7D | +13.1% | +17.0% | -4.0% | +14.4% |
| 30D | +19.5% | -61.8% | +81.2% | +12.5% |
| 3M | +2.2% | -54.6% | +56.8% | +0.2% |
| 6M | +94.9% | -59.3% | +154.1% | +94.2% |
| YTD | +127.0% | -74.6% | +201.5% | +120.9% |
| 1Y | +174.6% | -18.8% | +193.4% | +180.5% |
| All | +174.6% | -18.6% | +193.1% | +180.5% |
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