+5.2%
SSPC vs MSTZ
-64.3%
+69.4%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -9.6% | +17.4% | +9.5% |
| 7D | +11.8% | +0.7% | +11.1% | +11.6% |
| 30D | +44.7% | +16.6% | +28.1% | +41.3% |
| 3M | -40.7% | -74.7% | +34.0% | -31.4% |
| All | +5.2% | -64.3% | +69.4% | +16.5% |
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 · Available span rolling