+97.4%
STM vs MSTZ
-24.0%
+121.3%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +8.2% | -8.7% | +0.3% |
| 7D | +5.2% | -25.4% | +30.6% | +2.9% |
| 30D | -7.4% | -60.9% | +53.5% | -14.1% |
| 3M | -30.6% | -54.2% | +23.5% | -32.7% |
| 6M | +66.4% | -65.0% | +131.4% | +60.5% |
| YTD | +101.1% | -76.5% | +177.6% | +95.8% |
| 1Y | +97.4% | -23.4% | +120.8% | +137.3% |
| All | +97.4% | -24.0% | +121.3% | +137.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling