+15.0%
ACWI vs MSTZ
-63.1%
+78.1%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -9.6% | +11.2% | +1.3% |
| 7D | -0.5% | +0.7% | -1.2% | -0.3% |
| 30D | -1.6% | +16.6% | -18.2% | -0.7% |
| 3M | -1.3% | -74.7% | +73.3% | -5.0% |
| 6M | +5.8% | -43.9% | +49.8% | +7.1% |
| YTD | +12.7% | -84.0% | +96.8% | +10.5% |
| 1Y | +15.0% | -65.1% | +80.1% | +15.9% |
| All | +15.0% | -63.1% | +78.1% | +15.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling