+18.8%
SAN vs MSTZ
-57.2%
+76.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.5% | -0.8% |
| 7D | +3.4% | +31.0% | -27.6% | +5.3% |
| 30D | -6.3% | +34.0% | -40.2% | -3.8% |
| 3M | -14.1% | -67.7% | +53.6% | -18.2% |
| 6M | +4.2% | -14.9% | +19.1% | +9.0% |
| YTD | +9.0% | -79.1% | +88.1% | +7.1% |
| 1Y | +18.8% | -58.9% | +77.7% | +15.5% |
| All | +18.8% | -57.2% | +76.0% | +15.5% |
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