+7.6%
SRE vs MSTZ
-99.1%
+106.7%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.6% | -7.8% | -1.0% |
| 7D | -0.7% | +24.8% | -25.5% | -0.1% |
| 30D | -1.7% | -59.2% | +57.5% | -3.6% |
| 3M | -7.1% | -56.9% | +49.8% | -8.0% |
| 6M | -8.4% | -57.6% | +49.2% | -8.7% |
| YTD | -3.5% | -73.6% | +70.1% | -3.7% |
| 1Y | +5.4% | -15.6% | +21.0% | +12.1% |
| All | +7.6% | -99.1% | +106.7% | +6.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling