+6.3%
AWK vs MSTZ
-99.2%
+105.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.9% | -3.6% | +1.3% |
| 7D | +0.1% | +30.8% | -30.6% | -0.5% |
| 30D | +14.3% | +41.2% | -26.9% | +13.2% |
| 3M | +10.3% | -60.9% | +71.2% | +11.3% |
| 6M | +18.9% | -15.7% | +34.6% | +17.5% |
| YTD | +17.7% | -75.2% | +92.9% | +17.6% |
| 1Y | +16.9% | -59.8% | +76.6% | +15.5% |
| All | +6.3% | -99.2% | +105.4% | +5.2% |
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