-0.5%
SAP vs MSTZ
-99.3%
+98.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.6% | -3.5% | -0.7% |
| 7D | -2.9% | -29.7% | +26.8% | -4.3% |
| 30D | +9.0% | -65.3% | +74.3% | +4.2% |
| 3M | +14.9% | -57.3% | +72.3% | +12.6% |
| 6M | +11.9% | -61.6% | +73.5% | +10.4% |
| YTD | -9.9% | -78.3% | +68.4% | -11.4% |
| 1Y | -19.5% | -30.2% | +10.7% | -14.7% |
| All | -0.5% | -99.3% | +98.8% | -9.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling