-99.2%
MSTZ vs SBAC
-19.5%
-79.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.1% | +3.7% | +2.6% |
| 7D | -29.7% | -0.8% | -28.9% | -29.6% |
| 30D | -65.3% | +6.9% | -72.2% | -65.3% |
| 3M | -57.3% | -8.2% | -49.1% | -56.8% |
| 6M | -61.6% | -1.6% | -60.0% | -61.9% |
| YTD | -78.3% | -0.1% | -78.2% | -78.4% |
| 1Y | -30.2% | -0.5% | -29.8% | -31.2% |
| All | -99.2% | -19.5% | -79.8% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling