+96.9%
SU vs MSTZ
-99.2%
+196.1%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.5% | -3.8% | +1.8% |
| 7D | +1.6% | -23.6% | +25.1% | +1.2% |
| 30D | +10.7% | -60.7% | +71.5% | +9.3% |
| 3M | +13.5% | -58.3% | +71.8% | +12.7% |
| 6M | +21.8% | -60.0% | +81.8% | +21.2% |
| YTD | +58.8% | -75.2% | +134.1% | +58.1% |
| 1Y | +72.0% | -19.9% | +91.9% | +78.0% |
| All | +96.9% | -99.2% | +196.1% | +100.0% |
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