-68.4%
STLA vs MSTZ
-99.3%
+31.0%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.9% | -5.1% | +0.1% |
| 7D | -6.4% | +4.3% | -10.6% | -5.9% |
| 30D | -1.3% | +30.2% | -31.5% | +1.0% |
| 3M | -19.9% | -66.9% | +47.0% | -23.0% |
| 6M | -42.9% | -26.3% | -16.5% | -41.2% |
| YTD | -59.4% | -80.1% | +20.7% | -59.4% |
| 1Y | -56.8% | -57.5% | +0.6% | -52.9% |
| All | -68.4% | -99.3% | +31.0% | -72.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling