-39.0%
STZ vs MSTZ
-99.4%
+60.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +17.7% | -18.3% | -0.6% |
| 7D | +11.8% | +13.4% | -1.6% | +11.8% |
| 30D | +26.0% | +37.5% | -11.6% | +26.1% |
| 3M | +11.5% | -69.9% | +81.5% | +11.0% |
| 6M | -2.0% | -32.0% | +30.0% | -1.3% |
| YTD | +7.9% | -81.2% | +89.1% | +8.1% |
| 1Y | +13.9% | -56.1% | +70.0% | +16.5% |
| All | -39.0% | -99.4% | +60.4% | -39.8% |
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