-32.0%
MSTZ vs SBAC
-10.5%
-21.5%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.7% | -1.2% | +18.9% | +17.5% |
| 7D | +13.4% | +4.4% | +8.9% | +14.2% |
| 30D | +37.5% | +13.8% | +23.7% | +41.7% |
| 3M | -69.9% | +9.0% | -78.9% | -69.8% |
| 6M | -32.0% | -10.0% | -21.9% | -23.4% |
| All | -32.0% | -10.5% | -21.5% | -23.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling