-99.3%
MSTZ vs BWA
+51.8%
-151.2%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.7% | -1.9% | +3.3% |
| 7D | -1.2% | -5.5% | +4.2% | -5.7% |
| 30D | +22.2% | -21.7% | +43.9% | -0.6% |
| 3M | -70.4% | -25.6% | -44.8% | -76.9% |
| 6M | -31.0% | -17.4% | -13.6% | -38.7% |
| YTD | -81.0% | +9.2% | -90.2% | -72.6% |
| 1Y | -61.2% | +9.7% | -70.9% | -44.3% |
| All | -99.3% | +51.8% | -151.2% | -96.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling