+0.8%
SPGI vs MSTZ
-52.7%
+53.4%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +12.8% | -14.2% | -0.9% |
| 7D | -0.8% | +25.6% | -26.4% | +0.1% |
| 30D | +14.3% | +50.6% | -36.3% | +16.5% |
| 3M | +14.5% | -64.5% | +79.0% | +11.8% |
| 6M | +17.3% | -14.0% | +31.3% | +18.5% |
| YTD | -4.6% | -76.4% | +71.8% | -3.6% |
| 1Y | +0.8% | -56.2% | +57.0% | +0.8% |
| All | +0.8% | -52.7% | +53.4% | +0.8% |
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