-99.2%
MSTZ vs BWA
+56.9%
-156.2%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -1.9% | +9.5% | +5.8% |
| 7D | +21.1% | -2.4% | +23.6% | +18.9% |
| 30D | +40.1% | -17.7% | +57.8% | +19.2% |
| 3M | -66.1% | -27.0% | -39.1% | -74.1% |
| 6M | -20.7% | -17.3% | -3.4% | -30.4% |
| YTD | -78.6% | +12.9% | -91.5% | -68.2% |
| 1Y | -55.5% | +12.9% | -68.4% | -34.7% |
| All | -99.2% | +56.9% | -156.2% | -96.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling