+60.1%
STLD vs MSTZ
-63.1%
+123.1%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -9.6% | +6.5% | -3.1% |
| 7D | -3.9% | +0.7% | -4.7% | -3.9% |
| 30D | -0.4% | +16.6% | -17.0% | -0.2% |
| 3M | -9.2% | -74.7% | +65.5% | -9.8% |
| 6M | +5.0% | -43.9% | +48.9% | +9.4% |
| YTD | +42.8% | -84.0% | +126.8% | +42.6% |
| 1Y | +60.1% | -65.1% | +125.2% | +65.6% |
| All | +60.1% | -63.1% | +123.1% | +65.6% |
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