-87.2%
MSTU vs SBAC
+2.4%
-89.5%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +5.8% | +4.5% | +9.3% |
| 7D | -4.8% | +5.8% | -10.6% | -5.8% |
| 30D | -29.6% | +20.8% | -50.4% | -32.6% |
| 3M | +69.4% | +4.8% | +64.6% | +68.1% |
| 6M | -62.2% | -9.1% | -53.1% | -61.7% |
| YTD | -61.1% | +3.1% | -64.1% | -60.2% |
| 1Y | -87.2% | +2.2% | -89.3% | -86.5% |
| All | -87.2% | +2.4% | -89.5% | -86.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 1y: compounded portfolio wealth divided by compounded SBAC 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…
1y analysis · Full analysis span regression · 6 months rolling