+39.1%
ACWI vs MSTZ
-99.2%
+138.3%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +12.8% | -13.4% | 0.0% |
| 7D | +2.7% | +25.6% | -22.9% | +3.8% |
| 30D | -2.6% | +50.6% | -53.1% | -0.3% |
| 3M | -3.2% | -64.5% | +61.3% | -5.5% |
| 6M | +1.9% | -14.0% | +15.9% | +4.8% |
| YTD | +11.3% | -76.4% | +87.7% | +11.3% |
| 1Y | +11.7% | -56.2% | +67.9% | +15.3% |
| All | +39.1% | -99.2% | +138.3% | +34.7% |
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