+115.6%
SN vs MSTZ
-99.2%
+214.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +4.9% | -2.1% | +3.2% |
| 7D | +1.5% | +30.8% | -29.2% | +3.7% |
| 30D | +21.5% | +41.2% | -19.7% | +25.7% |
| 3M | +20.0% | -60.9% | +80.9% | +15.6% |
| 6M | +119.9% | -15.7% | +135.6% | +132.0% |
| YTD | +102.3% | -75.2% | +177.5% | +103.1% |
| 1Y | +148.0% | -59.8% | +207.8% | +162.3% |
| All | +115.6% | -99.2% | +214.8% | +133.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling