-61.6%
MSTZ vs BWA
+24.4%
-86.0%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.8% | -0.1% | +5.0% |
| 7D | -29.7% | +5.7% | -35.4% | -26.0% |
| 30D | -65.3% | +1.4% | -66.7% | -64.6% |
| 3M | -57.3% | -12.1% | -45.2% | -63.2% |
| 6M | -61.6% | +28.6% | -90.2% | -32.5% |
| All | -61.6% | +24.4% | -86.0% | -32.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling