+88.8%
STM vs MSTZ
-99.2%
+188.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.5% | -6.3% | -0.2% |
| 7D | +1.7% | -23.6% | +25.2% | -0.3% |
| 30D | -5.2% | -60.7% | +55.6% | -12.2% |
| 3M | -29.6% | -58.3% | +28.6% | -32.5% |
| 6M | +54.4% | -60.0% | +114.4% | +51.3% |
| YTD | +99.5% | -75.2% | +174.7% | +95.8% |
| 1Y | +100.8% | -19.9% | +120.6% | +131.2% |
| All | +88.8% | -99.2% | +188.0% | +61.6% |
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 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