-65.1%
MSTZ vs SBAC
+2.4%
-67.5%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +5.8% | -15.4% | -8.5% |
| 7D | +0.7% | +5.8% | -5.1% | +1.9% |
| 30D | +16.6% | +20.8% | -4.2% | +21.8% |
| 3M | -74.7% | +4.8% | -79.4% | -74.4% |
| 6M | -43.9% | -9.1% | -34.8% | -44.3% |
| YTD | -84.0% | +3.1% | -87.1% | -83.8% |
| 1Y | -65.1% | +2.2% | -67.3% | -65.5% |
| All | -65.1% | +2.4% | -67.5% | -65.5% |
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