+99.5%
STLD vs MSTZ
-99.4%
+198.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.5% |
| 7D | -11.1% | -1.2% | -9.9% | -11.0% |
| 30D | -4.8% | +22.2% | -27.0% | -3.4% |
| 3M | -14.6% | -70.4% | +55.9% | -17.9% |
| 6M | -7.4% | -31.0% | +23.6% | -4.3% |
| YTD | +32.6% | -81.0% | +113.6% | +31.0% |
| 1Y | +47.3% | -61.2% | +108.5% | +54.6% |
| All | +99.5% | -99.4% | +198.8% | +82.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling