-59.8%
MSTZ vs BWA
+12.3%
-72.0%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.2% | +5.1% | +4.9% |
| 7D | +30.8% | +4.3% | +26.5% | +33.0% |
| 30D | +41.2% | -13.0% | +54.2% | +35.3% |
| 3M | -60.9% | -24.8% | -36.1% | -64.0% |
| 6M | -15.7% | -23.5% | +7.8% | -22.0% |
| YTD | -75.2% | +13.8% | -89.1% | -70.9% |
| 1Y | -59.8% | +13.4% | -73.2% | -52.9% |
| All | -59.8% | +12.3% | -72.0% | -52.9% |
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