-54.2%
MSTZ vs FWONK
+7.9%
-62.1%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -0.6% | +8.8% | +8.0% |
| 7D | -25.4% | -2.1% | -23.3% | -25.9% |
| 30D | -60.9% | -7.7% | -53.2% | -61.3% |
| 3M | -54.2% | +9.3% | -63.5% | -38.0% |
| All | -54.2% | +7.9% | -62.1% | -38.0% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling