-52.6%
STLA vs MSTZ
-63.1%
+10.4%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -9.6% | +13.4% | +3.7% |
| 7D | -0.6% | +0.7% | -1.4% | -0.6% |
| 30D | +3.6% | +16.6% | -13.0% | +3.7% |
| 3M | -20.6% | -74.7% | +54.0% | -20.3% |
| 6M | -34.3% | -43.9% | +9.6% | -37.4% |
| YTD | -57.3% | -84.0% | +26.7% | -51.9% |
| 1Y | -52.6% | -65.1% | +12.4% | -42.5% |
| All | -52.6% | -63.1% | +10.4% | -42.5% |
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 · 6 months rolling