-61.6%
MSTZ vs GWRE
+8.1%
-69.7%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -19.9% | +22.6% | -3.2% |
| 7D | -29.7% | -21.1% | -8.6% | -33.0% |
| 30D | -65.3% | +1.3% | -66.6% | -65.0% |
| 3M | -57.3% | +7.4% | -64.8% | -56.2% |
| 6M | -61.6% | +5.6% | -67.2% | -58.3% |
| All | -61.6% | +8.1% | -69.7% | -58.3% |
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