-99.2%
MSTZ vs GWRE
-7.1%
-92.1%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | +1.2% | +11.6% | +13.6% |
| 7D | +25.6% | -4.4% | +30.0% | +21.9% |
| 30D | +50.6% | -3.5% | +54.0% | +50.2% |
| 3M | -64.5% | -7.6% | -57.0% | -62.6% |
| 6M | -14.0% | +21.8% | -35.8% | +11.2% |
| YTD | -76.4% | -20.4% | -56.0% | -77.7% |
| 1Y | -56.2% | -27.6% | -28.7% | -62.3% |
| All | -99.2% | -7.1% | -92.1% | -98.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling