-88.0%
MSTU vs SBAC
-21.2%
-66.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.2% | +1.3% | +3.5% |
| 7D | -16.6% | -2.1% | -14.5% | -16.5% |
| 30D | +69.7% | +2.0% | +67.7% | +69.9% |
| 3M | -7.5% | -8.3% | +0.8% | -8.2% |
| 6M | -43.1% | +0.3% | -43.4% | -42.2% |
| YTD | -63.0% | -2.2% | -60.8% | -62.8% |
| 1Y | -93.8% | -4.6% | -89.2% | -93.7% |
| All | -88.0% | -21.2% | -66.8% | -90.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling