+116.1%
STLD vs MSTZ
-99.3%
+215.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.6% | -4.2% | -1.5% |
| 7D | +3.1% | -29.7% | +32.9% | +1.8% |
| 30D | -9.0% | -65.3% | +56.3% | -12.9% |
| 3M | -12.4% | -57.3% | +45.0% | -13.8% |
| 6M | +25.5% | -61.6% | +87.1% | +24.5% |
| YTD | +43.6% | -78.3% | +121.9% | +41.2% |
| 1Y | +87.2% | -30.2% | +117.4% | +104.5% |
| All | +116.1% | -99.3% | +215.4% | +96.6% |
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 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