-24.0%
BBWI vs MSTZ
-99.2%
+75.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +12.8% | -15.8% | -2.0% |
| 7D | -4.5% | +25.6% | -30.1% | -2.9% |
| 30D | +17.1% | +50.6% | -33.4% | +21.5% |
| 3M | +17.5% | -64.5% | +82.0% | +12.2% |
| 6M | +12.8% | -14.0% | +26.8% | +19.1% |
| YTD | +8.2% | -76.4% | +84.5% | +8.5% |
| 1Y | -1.8% | -56.2% | +54.4% | +4.7% |
| All | -24.0% | -99.2% | +75.2% | -26.5% |
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