-38.5%
STZ vs MSTZ
-99.2%
+60.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.9% | -4.2% | +0.7% |
| 7D | +2.6% | +30.8% | -28.2% | +2.6% |
| 30D | +15.2% | +41.2% | -26.0% | +15.2% |
| 3M | +7.6% | -60.9% | +68.5% | +7.2% |
| 6M | +5.3% | -15.7% | +20.9% | +6.0% |
| YTD | +8.6% | -75.2% | +83.9% | +8.9% |
| 1Y | +15.6% | -59.8% | +75.4% | +17.3% |
| All | -38.5% | -99.2% | +60.6% | -39.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling