-30.2%
MSTZ vs GWRE
-25.4%
-4.8%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -19.9% | +22.6% | -6.2% |
| 7D | -29.7% | -21.1% | -8.6% | -35.0% |
| 30D | -65.3% | +1.3% | -66.6% | -64.1% |
| 3M | -57.3% | +7.4% | -64.8% | -54.4% |
| 6M | -61.6% | +5.6% | -67.2% | -59.5% |
| YTD | -78.3% | -19.2% | -59.1% | -77.2% |
| 1Y | -30.2% | -25.1% | -5.1% | -30.5% |
| All | -30.2% | -25.4% | -4.8% | -30.5% |
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