+404.4%
SNXX vs MSTZ
-68.2%
+472.5%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | +6.6% | -14.5% | -6.8% |
| 7D | +16.8% | +24.8% | -8.0% | +21.5% |
| 30D | +65.3% | -59.2% | +124.5% | +44.0% |
| 3M | -34.8% | -56.9% | +22.1% | -36.2% |
| 6M | +255.1% | -57.6% | +312.7% | +295.0% |
| All | +404.4% | -68.2% | +472.5% | +463.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling