+368.8%
SNXX vs MSTZ
-69.4%
+438.1%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -3.8% | -3.3% | -7.7% |
| 7D | -12.0% | +17.0% | -29.1% | -9.5% |
| 30D | +37.9% | -61.8% | +99.7% | +18.7% |
| 3M | -52.7% | -54.6% | +1.9% | -53.1% |
| 6M | +194.8% | -59.3% | +254.0% | +225.5% |
| All | +368.8% | -69.4% | +438.1% | +420.2% |
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