+111.9%
STT vs MSTZ
-99.2%
+211.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.9% | -5.1% | +0.1% |
| 7D | +4.8% | +30.8% | -26.0% | +6.1% |
| 30D | +3.9% | +41.2% | -37.3% | +6.2% |
| 3M | -8.2% | -60.9% | +52.7% | -10.0% |
| 6M | +15.6% | -15.7% | +31.3% | +19.2% |
| YTD | +37.6% | -75.2% | +112.9% | +37.7% |
| 1Y | +50.1% | -59.8% | +109.9% | +54.5% |
| All | +111.9% | -99.2% | +211.1% | +109.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling