+136.1%
STT vs MSTZ
-99.3%
+235.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.6% | -2.5% | +0.3% |
| 7D | +0.5% | -29.7% | +30.2% | -0.7% |
| 30D | +3.9% | -65.3% | +69.1% | 0.0% |
| 3M | +20.0% | -57.3% | +77.3% | +17.9% |
| 6M | +55.3% | -61.6% | +116.9% | +53.4% |
| YTD | +53.3% | -78.3% | +131.6% | +50.6% |
| 1Y | +74.7% | -30.2% | +104.9% | +84.0% |
| All | +136.1% | -99.3% | +235.3% | +128.9% |
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