+8.0%
SAP vs MSTZ
-99.4%
+107.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.8% | -4.9% | -4.1% |
| 7D | -0.7% | -1.2% | +0.5% | -0.6% |
| 30D | +11.1% | +22.2% | -11.1% | +12.8% |
| 3M | +17.0% | -70.4% | +87.4% | +12.2% |
| 6M | +34.8% | -31.0% | +65.8% | +37.8% |
| YTD | -2.2% | -81.0% | +78.8% | -3.5% |
| 1Y | -6.4% | -61.2% | +54.7% | -3.6% |
| All | +8.0% | -99.4% | +107.4% | -0.9% |
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