+467.0%
STX vs MSTZ
-99.3%
+566.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -2.2% | +12.2% | +9.8% |
| 7D | -1.0% | +31.0% | -32.0% | +1.3% |
| 30D | -26.8% | +34.0% | -60.7% | -24.4% |
| 3M | -32.7% | -67.7% | +35.0% | -34.9% |
| 6M | -33.7% | -14.9% | -18.8% | -30.9% |
| YTD | +101.0% | -79.1% | +180.1% | +100.5% |
| 1Y | +92.7% | -58.9% | +151.6% | +100.1% |
| All | +467.0% | -99.3% | +566.3% | +455.9% |
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