-21.0%
SNPS vs MSTZ
-99.2%
+78.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +8.2% | -8.6% | +0.2% |
| 7D | -5.5% | -25.4% | +19.9% | -7.2% |
| 30D | -5.8% | -60.9% | +55.1% | -10.9% |
| 3M | -17.2% | -54.2% | +37.0% | -19.2% |
| 6M | -10.4% | -65.0% | +54.6% | -12.6% |
| YTD | -16.5% | -76.5% | +60.0% | -18.0% |
| 1Y | -35.6% | -23.4% | -12.3% | -28.4% |
| All | -21.0% | -99.2% | +78.2% | -27.6% |
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