-99.2%
MSTZ vs SNY
-14.9%
-84.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.8% | +2.6% |
| 7D | -29.7% | -1.3% | -28.4% | -30.0% |
| 30D | -65.3% | +3.4% | -68.7% | -65.0% |
| 3M | -57.3% | -0.3% | -57.0% | -57.2% |
| 6M | -61.6% | +1.0% | -62.7% | -61.2% |
| YTD | -78.3% | -3.6% | -74.6% | -78.2% |
| 1Y | -30.2% | +3.0% | -33.3% | -28.2% |
| All | -99.2% | -14.9% | -84.4% | -99.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling