-37.1%
BBWI vs MSTZ
-99.1%
+62.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +6.6% | -8.1% | -1.0% |
| 7D | -8.0% | +24.8% | -32.8% | -6.5% |
| 30D | -6.6% | -59.2% | +52.6% | -11.4% |
| 3M | -2.7% | -56.9% | +54.2% | -5.8% |
| 6M | -12.8% | -57.6% | +44.8% | -13.5% |
| YTD | -10.5% | -73.6% | +63.1% | -11.0% |
| 1Y | -35.3% | -15.6% | -19.8% | -27.8% |
| All | -37.1% | -99.1% | +62.0% | -39.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling