-99.3%
MSTZ vs SBAC
-19.2%
-80.0%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.4% | -2.2% |
| 7D | +31.0% | -2.8% | +33.8% | +31.0% |
| 30D | +34.0% | +3.1% | +30.8% | +33.7% |
| 3M | -67.7% | +5.1% | -72.8% | -67.7% |
| 6M | -14.9% | -11.4% | -3.5% | -13.8% |
| YTD | -79.1% | +0.2% | -79.3% | -79.2% |
| 1Y | -58.9% | -3.9% | -55.0% | -58.8% |
| All | -99.3% | -19.2% | -80.0% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling