-2.0%
STZ vs MSTZ
-29.7%
+27.8%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +17.7% | -18.3% | -1.1% |
| 7D | +11.8% | +13.4% | -1.6% | +11.3% |
| 30D | +26.0% | +37.5% | -11.6% | +24.5% |
| 3M | +11.5% | -69.9% | +81.5% | +13.8% |
| 6M | -2.0% | -32.0% | +30.0% | -2.9% |
| All | -2.0% | -29.7% | +27.8% | -2.9% |
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 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