-33.7%
STX vs MSTZ
-21.1%
-12.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -2.2% | +12.2% | +9.7% |
| 7D | -1.0% | +31.0% | -32.0% | +2.7% |
| 30D | -26.8% | +34.0% | -60.7% | -23.0% |
| 3M | -32.7% | -67.7% | +35.0% | -35.2% |
| 6M | -33.7% | -14.9% | -18.8% | -20.6% |
| All | -33.7% | -21.1% | -12.6% | -20.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling