+45.8%
IWD vs MSTZ
-99.3%
+145.1%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.6% | -7.6% | +0.2% |
| 7D | +1.6% | +21.1% | -19.6% | +2.3% |
| 30D | +3.6% | +40.1% | -36.5% | +5.0% |
| 3M | +2.0% | -66.1% | +68.1% | 0.0% |
| 6M | +13.1% | -20.7% | +33.8% | +15.2% |
| YTD | +26.2% | -78.6% | +104.8% | +25.7% |
| 1Y | +29.6% | -55.5% | +85.1% | +32.8% |
| All | +45.8% | -99.3% | +145.1% | +40.4% |
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