-99.1%
MSTZ vs SNY
-17.5%
-81.6%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.7% | +6.2% | +5.3% |
| 7D | -23.6% | -3.6% | -19.9% | -24.3% |
| 30D | -60.7% | -1.4% | -59.3% | -60.8% |
| 3M | -58.3% | -4.2% | -54.0% | -58.5% |
| 6M | -60.0% | +2.0% | -62.0% | -59.5% |
| YTD | -75.2% | -6.7% | -68.5% | -75.3% |
| 1Y | -19.9% | -4.7% | -15.2% | -19.0% |
| All | -99.1% | -17.5% | -81.6% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling