+211.3%
SAN vs MSTZ
-99.2%
+310.5%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +8.2% | -8.7% | -0.1% |
| 7D | +3.3% | -25.4% | +28.7% | +2.3% |
| 30D | +1.1% | -60.9% | +62.0% | -2.6% |
| 3M | +22.2% | -54.2% | +76.4% | +20.1% |
| 6M | +36.0% | -65.0% | +101.0% | +33.7% |
| YTD | +28.2% | -76.5% | +104.7% | +26.4% |
| 1Y | +54.1% | -23.4% | +77.5% | +60.4% |
| All | +211.3% | -99.2% | +310.5% | +179.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling