-5.8%
SNPS vs MSTZ
-99.3%
+93.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.9% | -1.3% | +4.1% |
| 7D | +0.2% | +4.3% | -4.1% | +0.8% |
| 30D | -8.4% | +30.2% | -38.6% | -5.4% |
| 3M | +12.3% | -66.9% | +79.1% | +6.9% |
| 6M | -9.6% | -26.3% | +16.8% | -5.1% |
| YTD | -0.6% | -80.1% | +79.5% | -1.5% |
| 1Y | +18.7% | -57.5% | +76.2% | +26.7% |
| All | -5.8% | -99.3% | +93.5% | -13.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling