+108.8%
STT vs MSTZ
-99.3%
+208.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.9% | -1.7% | +3.4% |
| 7D | +0.9% | +4.3% | -3.4% | +1.3% |
| 30D | -2.3% | +30.2% | -32.5% | -0.6% |
| 3M | -7.0% | -66.9% | +59.9% | -9.6% |
| 6M | +15.5% | -26.3% | +41.8% | +18.4% |
| YTD | +35.6% | -80.1% | +115.7% | +34.2% |
| 1Y | +47.9% | -57.5% | +105.3% | +52.7% |
| All | +108.8% | -99.3% | +208.1% | +104.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling