-99.1%
MSTZ vs GWRE
-18.6%
-80.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -1.5% | +8.1% | +5.6% |
| 7D | +24.8% | -30.9% | +55.7% | -0.4% |
| 30D | -59.2% | -20.7% | -38.5% | -62.9% |
| 3M | -56.9% | +20.2% | -77.0% | -47.4% |
| 6M | -57.6% | -11.9% | -45.7% | -58.9% |
| YTD | -73.6% | -30.3% | -43.3% | -78.2% |
| 1Y | -15.6% | -44.6% | +29.1% | -43.8% |
| All | -99.1% | -18.6% | -80.4% | -98.2% |
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