+66.7%
SNXX vs MSTZ
-80.7%
+147.4%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | -9.6% | -6.2% | -17.9% |
| 7D | -47.8% | +0.7% | -48.5% | -46.9% |
| 30D | -66.0% | +16.6% | -82.6% | -63.5% |
| 3M | -57.5% | -74.7% | +17.2% | -63.7% |
| 6M | -66.7% | -43.9% | -22.8% | -59.8% |
| All | +66.7% | -80.7% | +147.4% | +81.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling