-69.9%
MSTZ vs BWA
-26.3%
-43.7%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.7% | -5.7% | +23.4% | +11.7% |
| 7D | +13.4% | -10.8% | +24.2% | +2.8% |
| 30D | +37.5% | -25.0% | +62.5% | +13.4% |
| 3M | -69.9% | -28.6% | -41.3% | -75.9% |
| All | -69.9% | -26.3% | -43.7% | -75.9% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling