+184.4%
SMTC vs MSTZ
-99.3%
+283.7%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -2.2% | +12.5% | +10.1% |
| 7D | +12.9% | +31.0% | -18.2% | +16.8% |
| 30D | -25.6% | +34.0% | -59.5% | -22.0% |
| 3M | -4.5% | -67.7% | +63.1% | -11.0% |
| 6M | -8.3% | -14.9% | +6.6% | -1.2% |
| YTD | +69.9% | -79.1% | +149.0% | +68.3% |
| 1Y | +73.9% | -58.9% | +132.9% | +89.8% |
| All | +184.4% | -99.3% | +283.7% | +162.8% |
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