-99.3%
MSTZ vs SBAC
-19.5%
-79.8%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.9% | +2.7% | +0.8% |
| 7D | -1.2% | +1.2% | -2.4% | -1.2% |
| 30D | +22.2% | +11.2% | +11.0% | +22.3% |
| 3M | -70.4% | +4.5% | -74.9% | -70.4% |
| 6M | -31.0% | -12.2% | -18.8% | -30.1% |
| YTD | -81.0% | -0.1% | -80.9% | -81.2% |
| 1Y | -61.2% | -0.3% | -60.9% | -61.6% |
| All | -99.3% | -19.5% | -79.8% | -99.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling