+28.3%
GWW vs MSTZ
-99.2%
+127.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.5% | -6.3% | -0.7% |
| 7D | -0.5% | -23.6% | +23.1% | -0.8% |
| 30D | -1.4% | -60.7% | +59.3% | -3.0% |
| 3M | -3.6% | -58.3% | +54.6% | -4.4% |
| 6M | +15.1% | -60.0% | +75.1% | +14.6% |
| YTD | +27.5% | -75.2% | +102.7% | +26.9% |
| 1Y | +29.6% | -19.9% | +49.5% | +36.2% |
| All | +28.3% | -99.2% | +127.5% | +12.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling