+118.6%
SN vs MSTZ
-99.3%
+217.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.9% | -2.0% | +3.3% |
| 7D | +7.6% | +4.3% | +3.4% | +8.2% |
| 30D | +24.1% | +30.2% | -6.1% | +27.5% |
| 3M | +23.7% | -66.9% | +90.6% | +17.6% |
| 6M | +105.5% | -26.3% | +131.9% | +114.9% |
| YTD | +105.1% | -80.1% | +185.2% | +102.3% |
| 1Y | +148.3% | -57.5% | +205.8% | +165.3% |
| All | +118.6% | -99.3% | +217.9% | +132.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling