-99.1%
MSTZ vs FWONK
+21.7%
-120.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.2% | -3.9% | -3.6% |
| 7D | +17.0% | +0.1% | +17.0% | +17.2% |
| 30D | -61.8% | -7.7% | -54.0% | -64.5% |
| 3M | -54.6% | +5.7% | -60.3% | -51.3% |
| 6M | -59.3% | +13.5% | -72.7% | -51.9% |
| YTD | -74.6% | -3.0% | -71.6% | -76.2% |
| 1Y | -18.8% | -6.4% | -12.4% | -28.5% |
| All | -99.1% | +21.7% | -120.8% | -98.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling