+63.4%
STM vs MSTZ
-99.3%
+162.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +4.9% | +1.8% | +7.3% |
| 7D | -5.6% | +4.3% | -9.9% | -4.7% |
| 30D | -14.4% | +30.2% | -44.6% | -10.7% |
| 3M | -20.5% | -66.9% | +46.4% | -25.4% |
| 6M | -24.5% | -26.3% | +1.8% | -20.2% |
| YTD | +72.7% | -80.1% | +152.8% | +70.6% |
| 1Y | +91.0% | -57.5% | +148.5% | +107.7% |
| All | +63.4% | -99.3% | +162.7% | +40.8% |
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