+65.1%
SN vs MSTZ
-99.3%
+164.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.6% | -3.7% | -0.8% |
| 7D | -9.3% | -29.7% | +20.4% | -11.1% |
| 30D | -4.8% | -65.3% | +60.5% | -10.7% |
| 3M | +40.4% | -57.3% | +97.8% | +36.4% |
| 6M | +50.9% | -61.6% | +112.6% | +48.5% |
| YTD | +54.9% | -78.3% | +133.2% | +51.2% |
| 1Y | +43.0% | -30.2% | +73.3% | +59.5% |
| All | +65.1% | -99.3% | +164.4% | +73.7% |
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