-69.9%
MSTZ vs SBAC
+5.0%
-75.0%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.7% | -1.2% | +18.9% | +17.3% |
| 7D | +13.4% | +4.4% | +8.9% | +14.6% |
| 30D | +37.5% | +13.8% | +23.7% | +46.8% |
| 3M | -69.9% | +9.0% | -78.9% | -73.3% |
| All | -69.9% | +5.0% | -75.0% | -73.3% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling