-38.8%
STLA vs MSTZ
-29.5%
-9.3%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.6% | -1.3% | +1.3% |
| 7D | +2.6% | -29.7% | +32.3% | +2.0% |
| 30D | -1.2% | -65.3% | +64.0% | -2.8% |
| 3M | -24.8% | -57.3% | +32.6% | -25.8% |
| 6M | -25.6% | -61.6% | +36.1% | -26.5% |
| YTD | -48.9% | -78.3% | +29.3% | -44.0% |
| 1Y | -38.8% | -30.2% | -8.5% | -10.9% |
| All | -38.8% | -29.5% | -9.3% | -10.9% |
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