-34.5%
BBWI vs MSTZ
-19.0%
-15.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +5.5% | -11.8% | -5.9% |
| 7D | -4.4% | -23.6% | +19.1% | -5.5% |
| 30D | -7.4% | -60.7% | +53.3% | -12.3% |
| 3M | -2.2% | -58.3% | +56.0% | -5.0% |
| 6M | -16.3% | -60.0% | +43.7% | -16.6% |
| YTD | -9.1% | -75.2% | +66.1% | -8.6% |
| 1Y | -34.5% | -19.9% | -14.6% | -21.4% |
| All | -34.5% | -19.0% | -15.5% | -21.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling