-86.8%
MSTU vs SBAC
-19.8%
-67.0%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -0.4% | -8.2% | -8.6% |
| 7D | +16.1% | -0.1% | +16.2% | +16.1% |
| 30D | +68.7% | +3.2% | +65.4% | +68.7% |
| 3M | -11.0% | -5.1% | -5.9% | -11.6% |
| 6M | -33.4% | -2.1% | -31.3% | -32.8% |
| YTD | -59.5% | -0.5% | -59.0% | -59.3% |
| 1Y | -93.4% | +1.1% | -94.5% | -93.2% |
| All | -86.8% | -19.8% | -67.0% | -89.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling