-38.6%
STZ vs MSTZ
-99.3%
+60.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.6% | -7.6% | 0.0% |
| 7D | +5.3% | +21.1% | -15.8% | +5.4% |
| 30D | +19.6% | +40.1% | -20.5% | +19.7% |
| 3M | +10.0% | -66.1% | +76.0% | +9.5% |
| 6M | -0.3% | -20.7% | +20.5% | +0.5% |
| YTD | +8.6% | -78.6% | +87.2% | +8.8% |
| 1Y | +16.6% | -55.5% | +72.1% | +18.9% |
| All | -38.6% | -99.3% | +60.7% | -39.4% |
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