-99.2%
MSTZ vs FWONK
+21.6%
-120.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.5% | +4.1% | +1.2% |
| 7D | -29.7% | -6.2% | -23.5% | -34.0% |
| 30D | -65.3% | -0.6% | -64.7% | -65.3% |
| 3M | -57.3% | +11.1% | -68.4% | -52.0% |
| 6M | -61.6% | +11.7% | -73.4% | -55.4% |
| YTD | -78.3% | -3.1% | -75.2% | -79.7% |
| 1Y | -30.2% | -4.2% | -26.1% | -36.3% |
| All | -99.2% | +21.6% | -120.8% | -98.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling