-85.6%
MSTU vs SBAC
-19.5%
-66.1%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.1% | -2.1% | -3.1% |
| 7D | +21.3% | -0.8% | +22.1% | +21.2% |
| 30D | +90.8% | +6.9% | +83.9% | +91.2% |
| 3M | -6.8% | -8.2% | +1.5% | -7.6% |
| 6M | -39.8% | -1.6% | -38.2% | -39.3% |
| YTD | -55.7% | -0.1% | -55.6% | -55.4% |
| 1Y | -92.7% | -0.5% | -92.2% | -92.6% |
| All | -85.6% | -19.5% | -66.1% | -88.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling