-31.9%
BBWI vs MSTZ
-99.2%
+67.3%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +8.2% | -11.3% | -2.5% |
| 7D | +1.6% | -25.4% | +26.9% | +0.1% |
| 30D | -6.2% | -60.9% | +54.7% | -11.2% |
| 3M | +4.3% | -54.2% | +58.5% | +1.8% |
| 6M | -7.2% | -65.0% | +57.8% | -9.3% |
| YTD | -3.0% | -76.5% | +73.5% | -4.5% |
| 1Y | -30.8% | -23.4% | -7.4% | -23.3% |
| All | -31.9% | -99.2% | +67.3% | -35.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling