+30.6%
SAN vs MSTZ
-63.6%
+94.3%
-9.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| 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% | -4.9% |
| 3M | +19.7% | -57.3% | +77.1% | +17.0% |
| 6M | +30.6% | -61.6% | +92.3% | +26.0% |
| All | +30.6% | -63.6% | +94.3% | +26.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling