-65.1%
MSTZ vs SNY
+2.7%
-67.8%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +4.7% | -14.3% | -9.7% |
| 7D | +0.7% | +12.4% | -11.6% | +0.1% |
| 30D | +16.6% | +20.1% | -3.6% | +16.2% |
| 3M | -74.7% | +11.2% | -85.9% | -74.9% |
| 6M | -43.9% | +9.5% | -53.4% | -43.4% |
| YTD | -84.0% | +3.4% | -87.4% | -82.9% |
| 1Y | -65.1% | +2.0% | -67.1% | -61.9% |
| All | -65.1% | +2.7% | -67.8% | -61.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 1y: compounded portfolio wealth divided by compounded SNY 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…
1y analysis · Full analysis span regression · 6 months rolling