+72.9%
SPMO vs MSTZ
-99.2%
+172.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +8.2% | -7.7% | +1.0% |
| 7D | +3.4% | -25.4% | +28.8% | +2.2% |
| 30D | +0.5% | -60.9% | +61.4% | -3.5% |
| 3M | +1.9% | -54.2% | +56.1% | +0.1% |
| 6M | +27.8% | -65.0% | +92.8% | +25.7% |
| YTD | +26.7% | -76.5% | +103.2% | +24.9% |
| 1Y | +28.9% | -23.4% | +52.3% | +37.8% |
| All | +72.9% | -99.2% | +172.1% | +68.1% |
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