-30.2%
MSTZ vs SBAC
-3.2%
-27.0%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.1% | +3.7% | +2.4% |
| 7D | -29.7% | -0.8% | -28.9% | -29.5% |
| 30D | -65.3% | +6.9% | -72.2% | -64.7% |
| 3M | -57.3% | -8.2% | -49.1% | -57.3% |
| 6M | -61.6% | -1.6% | -60.0% | -62.6% |
| YTD | -78.3% | -0.1% | -78.2% | -77.9% |
| 1Y | -30.2% | -0.5% | -29.8% | -33.9% |
| All | -30.2% | -3.2% | -27.0% | -33.9% |
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