-46.3%
STZ vs MSTZ
-99.3%
+53.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.6% | -3.3% | -0.7% |
| 7D | -1.9% | -29.7% | +27.8% | -2.0% |
| 30D | -1.9% | -65.3% | +63.4% | -2.3% |
| 3M | -6.2% | -57.3% | +51.1% | -6.1% |
| 6M | -14.0% | -61.6% | +47.6% | -13.9% |
| YTD | -5.1% | -78.3% | +73.2% | -4.9% |
| 1Y | -9.6% | -30.2% | +20.7% | -6.6% |
| All | -46.3% | -99.3% | +53.0% | -47.0% |
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