-99.1%
MSTZ vs SBAC
-19.0%
-80.1%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.5% | +3.4% | +4.9% |
| 7D | +30.8% | +0.6% | +30.1% | +30.8% |
| 30D | +41.2% | +5.5% | +35.7% | +41.0% |
| 3M | -60.9% | +3.1% | -64.0% | -60.9% |
| 6M | -15.7% | -7.0% | -8.7% | -14.8% |
| YTD | -75.2% | +0.5% | -75.7% | -75.4% |
| 1Y | -59.8% | +0.2% | -60.0% | -60.1% |
| All | -99.1% | -19.0% | -80.1% | -98.8% |
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