+7.7%
SRE vs MSTZ
-99.3%
+106.9%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.6% | -3.2% | -0.6% |
| 7D | -0.3% | -29.7% | +29.4% | -1.0% |
| 30D | -0.7% | -65.3% | +64.6% | -3.0% |
| 3M | -6.3% | -57.3% | +51.0% | -7.1% |
| 6M | -10.7% | -61.6% | +51.0% | -11.0% |
| YTD | -3.5% | -78.3% | +74.8% | -4.2% |
| 1Y | +5.3% | -30.2% | +35.5% | +11.4% |
| All | +7.7% | -99.3% | +106.9% | +6.2% |
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