+28.4%
GWW vs MSTZ
-99.1%
+127.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.8% | +4.4% | +0.6% |
| 7D | -3.4% | +17.0% | -20.4% | -3.0% |
| 30D | -1.9% | -61.8% | +59.9% | -3.5% |
| 3M | -2.4% | -54.6% | +52.2% | -3.0% |
| 6M | +15.7% | -59.3% | +75.0% | +15.2% |
| YTD | +27.6% | -74.6% | +102.2% | +27.1% |
| 1Y | +27.2% | -18.8% | +46.0% | +33.7% |
| All | +28.4% | -99.1% | +127.6% | +12.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling