+432.9%
SNXX vs MSTZ
-73.8%
+506.7%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +2.6% | +20.8% | +23.8% |
| 7D | +34.9% | -29.7% | +64.6% | +28.9% |
| 30D | +52.5% | -65.3% | +117.8% | +29.1% |
| 3M | -41.3% | -57.3% | +16.0% | -40.9% |
| 6M | +293.8% | -61.6% | +355.4% | +326.1% |
| All | +432.9% | -73.8% | +506.7% | +474.7% |
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 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