-29.7%
BBWI vs MSTZ
-99.3%
+69.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.6% | +0.2% | +3.0% |
| 7D | +1.5% | -29.7% | +31.2% | -0.3% |
| 30D | -5.2% | -65.3% | +60.1% | -11.1% |
| 3M | +11.1% | -57.3% | +68.4% | +8.0% |
| 6M | -13.4% | -61.6% | +48.3% | -14.6% |
| YTD | +0.1% | -78.3% | +78.4% | -2.0% |
| 1Y | -36.1% | -30.2% | -5.9% | -29.7% |
| All | -29.7% | -99.3% | +69.6% | -33.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling