+66.8%
SN vs MSTZ
-99.2%
+166.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +8.2% | -7.2% | +1.6% |
| 7D | +0.1% | -25.4% | +25.5% | -1.5% |
| 30D | -5.6% | -60.9% | +55.3% | -10.6% |
| 3M | +48.1% | -54.2% | +102.2% | +44.4% |
| 6M | +57.6% | -65.0% | +122.6% | +53.7% |
| YTD | +56.5% | -76.5% | +133.0% | +53.7% |
| 1Y | +52.6% | -23.4% | +75.9% | +71.4% |
| All | +66.8% | -99.2% | +166.0% | +76.5% |
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 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