-15.7%
MSTZ vs GWRE
+22.0%
-37.6%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.1% | +6.1% | +4.4% |
| 7D | +30.8% | -2.0% | +32.7% | +29.6% |
| 30D | +41.2% | -4.1% | +45.3% | +40.8% |
| 3M | -60.9% | -13.4% | -47.5% | -60.1% |
| 6M | -15.7% | +26.0% | -41.6% | -7.3% |
| All | -15.7% | +22.0% | -37.6% | -7.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling