-62.1%
MSTZ vs SNY
+4.3%
-66.4%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -2.5% | +10.6% | +7.5% |
| 7D | -25.4% | -2.7% | -22.6% | -25.9% |
| 30D | -60.9% | -0.7% | -60.2% | -60.8% |
| 3M | -54.2% | -1.7% | -52.5% | -53.4% |
| All | -62.1% | +4.3% | -66.4% | -59.6% |
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