+207.5%
SAN vs MSTZ
-99.2%
+306.7%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.5% | -6.7% | -0.9% |
| 7D | -0.5% | -23.6% | +23.1% | -1.4% |
| 30D | -0.1% | -60.7% | +60.7% | -3.7% |
| 3M | +19.6% | -58.3% | +77.9% | +17.0% |
| 6M | +32.7% | -60.0% | +92.7% | +31.2% |
| YTD | +26.7% | -75.2% | +101.9% | +25.3% |
| 1Y | +51.6% | -19.9% | +71.5% | +58.2% |
| All | +207.5% | -99.2% | +306.7% | +176.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling