-15.6%
MSTZ vs FWONK
-5.9%
-9.7%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -1.4% | +8.0% | +6.1% |
| 7D | +24.8% | -1.5% | +26.3% | +24.2% |
| 30D | -59.2% | -6.8% | -52.4% | -60.0% |
| 3M | -56.9% | +7.7% | -64.6% | -55.6% |
| 6M | -57.6% | +11.0% | -68.5% | -55.9% |
| YTD | -73.6% | -3.1% | -70.5% | -73.2% |
| 1Y | -15.6% | -3.5% | -12.1% | -19.1% |
| All | -15.6% | -5.9% | -9.7% | -19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 FWONK 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