-15.7%
MSTZ vs SNY
+13.9%
-29.5%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.2% | +5.1% | +4.9% |
| 7D | +30.8% | +2.8% | +27.9% | +30.7% |
| 30D | +41.2% | +21.6% | +19.6% | +40.0% |
| 3M | -60.9% | +10.5% | -71.4% | -61.6% |
| 6M | -15.7% | +14.0% | -29.7% | -13.7% |
| All | -15.7% | +13.9% | -29.5% | -13.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling