-60.2%
STLA vs MSTZ
-99.3%
+39.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.6% | -1.3% | +1.4% |
| 7D | +2.6% | -29.7% | +32.3% | +1.0% |
| 30D | -1.2% | -65.3% | +64.0% | -6.2% |
| 3M | -24.8% | -57.3% | +32.6% | -26.4% |
| 6M | -25.6% | -61.6% | +36.1% | -26.6% |
| YTD | -48.9% | -78.3% | +29.3% | -49.4% |
| 1Y | -38.8% | -30.2% | -8.5% | -29.8% |
| All | -60.2% | -99.3% | +39.1% | -65.7% |
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