+52.0%
STT vs MSTZ
-63.1%
+115.1%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -9.6% | +11.8% | +1.8% |
| 7D | -0.1% | +0.7% | -0.8% | 0.0% |
| 30D | -1.7% | +16.6% | -18.3% | -0.7% |
| 3M | -6.4% | -74.7% | +68.3% | -9.6% |
| 6M | +17.7% | -43.9% | +61.6% | +19.5% |
| YTD | +36.9% | -84.0% | +120.9% | +32.6% |
| 1Y | +52.0% | -65.1% | +117.1% | +54.1% |
| All | +52.0% | -63.1% | +115.1% | +54.1% |
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