-65.1%
MSTZ vs GWRE
-24.5%
-40.6%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +5.9% | -15.5% | -6.5% |
| 7D | +0.7% | +2.2% | -1.5% | +2.2% |
| 30D | +16.6% | +4.5% | +12.1% | +21.3% |
| 3M | -74.7% | +6.4% | -81.1% | -71.9% |
| 6M | -43.9% | +18.8% | -62.8% | -36.5% |
| YTD | -84.0% | -15.1% | -68.9% | -78.7% |
| 1Y | -65.1% | -23.4% | -41.7% | -57.0% |
| All | -65.1% | -24.5% | -40.6% | -57.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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