-0.9%
AWK vs MSTZ
-99.2%
+98.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +8.2% | -8.4% | -0.4% |
| 7D | +2.2% | -25.4% | +27.5% | +2.6% |
| 30D | +4.4% | -60.9% | +65.3% | +5.9% |
| 3M | +15.4% | -54.2% | +69.5% | +16.1% |
| 6M | +3.5% | -65.0% | +68.5% | +4.2% |
| YTD | +9.8% | -76.5% | +86.3% | +10.4% |
| 1Y | +3.0% | -23.4% | +26.4% | +0.6% |
| All | -0.9% | -99.2% | +98.3% | -1.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling