-19.2%
MSTZ vs SUNB
+13.2%
-32.4%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SUNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +5.9% | -1.0% | +7.0% |
| 7D | +4.3% | -2.6% | +6.8% | +3.6% |
| 30D | +30.2% | +8.6% | +21.6% | +34.0% |
| 3M | -66.9% | +1.1% | -68.0% | -66.8% |
| All | -19.2% | +13.2% | -32.4% | -6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SUNB.
Daily Out/Under-Performance
Portfolio return minus SUNB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUNB 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 SUNB 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