-2.1%
SAP vs MSTZ
-99.2%
+97.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +8.2% | -9.9% | -1.2% |
| 7D | -0.3% | -25.4% | +25.1% | -1.4% |
| 30D | +2.6% | -60.9% | +63.5% | -1.3% |
| 3M | +16.3% | -54.2% | +70.4% | +14.3% |
| 6M | +6.4% | -65.0% | +71.4% | +4.4% |
| YTD | -11.4% | -76.5% | +65.1% | -12.5% |
| 1Y | -20.4% | -23.4% | +3.0% | -15.2% |
| All | -2.1% | -99.2% | +97.1% | -10.1% |
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