+415.5%
STX vs MSTZ
-99.3%
+514.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +7.6% | -8.5% | -0.4% |
| 7D | -17.3% | +21.1% | -38.4% | -15.9% |
| 30D | -35.9% | +40.1% | -76.0% | -33.7% |
| 3M | -37.3% | -66.1% | +28.8% | -39.2% |
| 6M | -35.8% | -20.7% | -15.1% | -33.2% |
| YTD | +82.7% | -78.6% | +161.3% | +82.6% |
| 1Y | +71.6% | -55.5% | +127.1% | +79.0% |
| All | +415.5% | -99.3% | +514.8% | +406.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling