+20.4%
AWK vs MSTZ
-21.1%
+41.5%
-9.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | -0.4% |
| 7D | 0.0% | +31.0% | -31.0% | -0.7% |
| 30D | +15.5% | +34.0% | -18.4% | +14.3% |
| 3M | +10.0% | -67.7% | +77.7% | +11.2% |
| 6M | +20.4% | -14.9% | +35.3% | +9.8% |
| All | +20.4% | -21.1% | +41.5% | +9.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling