-99.1%
MSTZ vs SNY
-17.8%
-81.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.3% | +6.9% | +6.5% |
| 7D | +24.8% | -3.6% | +28.4% | +23.7% |
| 30D | -59.2% | -1.9% | -57.3% | -59.4% |
| 3M | -56.9% | -2.0% | -54.9% | -56.8% |
| 6M | -57.6% | +2.5% | -60.1% | -56.9% |
| YTD | -73.6% | -7.0% | -66.6% | -73.7% |
| 1Y | -15.6% | -4.4% | -11.2% | -14.6% |
| All | -99.1% | -17.8% | -81.3% | -99.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling