-7.7%
SRE vs MSTZ
-63.1%
+55.4%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -9.6% | +6.7% | -2.8% |
| 7D | -2.1% | +0.7% | -2.8% | -2.1% |
| 30D | +6.1% | +16.6% | -10.5% | +5.9% |
| 3M | -3.5% | -74.7% | +71.2% | -3.1% |
| 6M | -10.8% | -43.9% | +33.1% | -9.2% |
| YTD | -4.0% | -84.0% | +80.0% | -2.4% |
| 1Y | -7.7% | -65.1% | +57.4% | -4.3% |
| All | -7.7% | -63.1% | +55.4% | -4.3% |
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