+15.6%
SYY vs MSTZ
-99.2%
+114.8%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.5% | -3.3% | +2.2% |
| 7D | -0.2% | -23.6% | +23.3% | -0.4% |
| 30D | -2.7% | -60.7% | +58.0% | -3.5% |
| 3M | +5.9% | -58.3% | +64.1% | +5.4% |
| 6M | -2.3% | -60.0% | +57.7% | -2.6% |
| YTD | +13.1% | -75.2% | +88.3% | +12.7% |
| 1Y | +3.8% | -19.9% | +23.6% | +4.5% |
| All | +15.6% | -99.2% | +114.8% | +12.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling