-65.1%
MSTZ vs BWA
+17.4%
-82.5%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -2.5% | -7.0% | -10.5% |
| 7D | +0.7% | -9.9% | +10.6% | -2.9% |
| 30D | +16.6% | -16.4% | +33.0% | +9.8% |
| 3M | -74.7% | -19.8% | -54.8% | -76.3% |
| 6M | -43.9% | -10.0% | -33.9% | -46.0% |
| YTD | -84.0% | +12.7% | -96.8% | -80.8% |
| 1Y | -65.1% | +15.7% | -80.8% | -58.0% |
| All | -65.1% | +17.4% | -82.5% | -58.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 1y: compounded portfolio wealth divided by compounded BWA 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…
1y analysis · Full analysis span regression · 6 months rolling