-99.2%
MSTZ vs SBAC
-18.6%
-80.6%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +0.6% | +7.1% | +7.6% |
| 7D | +21.1% | +3.6% | +17.5% | +21.0% |
| 30D | +40.1% | +4.9% | +35.2% | +39.9% |
| 3M | -66.1% | +6.5% | -72.5% | -66.1% |
| 6M | -20.7% | -11.1% | -9.6% | -19.7% |
| YTD | -78.6% | +0.9% | -79.5% | -78.7% |
| 1Y | -55.5% | -1.6% | -53.9% | -55.6% |
| All | -99.2% | -18.6% | -80.6% | -99.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling