+69.7%
STM vs MSTZ
-99.3%
+169.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.2% | +5.7% | +3.3% |
| 7D | +1.4% | +31.0% | -29.6% | +4.9% |
| 30D | -8.4% | +34.0% | -42.3% | -4.0% |
| 3M | -15.8% | -67.7% | +51.9% | -21.3% |
| 6M | -22.8% | -14.9% | -7.9% | -17.2% |
| YTD | +79.4% | -79.1% | +158.4% | +78.3% |
| 1Y | +97.0% | -58.9% | +155.9% | +113.3% |
| All | +69.7% | -99.3% | +169.0% | +47.2% |
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