+6.6%
SO vs MSTZ
-51.1%
+57.7%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +7.6% | -7.5% | 0.0% |
| 7D | -0.1% | +21.1% | -21.2% | -0.3% |
| 30D | +8.7% | +40.1% | -31.4% | +8.2% |
| 3M | +3.4% | -66.1% | +69.5% | +3.7% |
| 6M | +3.7% | -20.7% | +24.4% | +4.1% |
| YTD | +10.0% | -78.6% | +88.6% | +11.0% |
| 1Y | +6.6% | -55.5% | +62.1% | +9.6% |
| All | +6.6% | -51.1% | +57.7% | +9.6% |
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