+36.7%
SPG vs MSTZ
-99.2%
+135.9%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +5.5% | -7.9% | -2.3% |
| 7D | -1.7% | -23.6% | +21.9% | -2.1% |
| 30D | -6.3% | -60.7% | +54.5% | -7.8% |
| 3M | -2.4% | -58.3% | +55.8% | -3.4% |
| 6M | +9.6% | -60.0% | +69.7% | +9.1% |
| YTD | +14.2% | -75.2% | +89.4% | +13.6% |
| 1Y | +19.3% | -19.9% | +39.2% | +24.4% |
| All | +36.7% | -99.2% | +135.9% | +34.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling