-87.5%
MSTU vs SBAC
-20.6%
-66.9%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.0% | -4.4% | -5.4% |
| 7D | +12.9% | +0.2% | +12.7% | +12.9% |
| 30D | +68.3% | +3.9% | +64.5% | +68.6% |
| 3M | +0.4% | -8.2% | +8.6% | -0.5% |
| 6M | -41.5% | -2.8% | -38.7% | -41.0% |
| YTD | -61.7% | -1.5% | -60.2% | -61.5% |
| 1Y | -93.7% | 0.0% | -93.7% | -93.5% |
| All | -87.5% | -20.6% | -66.9% | -89.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling