+57.8%
SAN vs MSTZ
-29.5%
+87.2%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.6% | -3.4% | -0.6% |
| 7D | +1.8% | -29.7% | +31.5% | +0.2% |
| 30D | +2.0% | -65.3% | +67.3% | -3.3% |
| 3M | +19.7% | -57.3% | +77.1% | +16.8% |
| 6M | +30.6% | -61.6% | +92.3% | +28.1% |
| YTD | +28.8% | -78.3% | +107.1% | +24.9% |
| 1Y | +57.8% | -30.2% | +88.0% | +54.4% |
| All | +57.8% | -29.5% | +87.2% | +54.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 1y: compounded portfolio wealth divided by compounded MSTZ 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…
1y analysis · Full analysis span regression · 6 months rolling