-65.1%
MSTZ vs NWSA
+18.2%
-83.3%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +3.7% | -13.3% | -8.5% |
| 7D | +0.7% | +4.3% | -3.5% | +2.1% |
| 30D | +16.6% | +5.6% | +11.0% | +18.6% |
| 3M | -74.7% | +7.3% | -81.9% | -74.3% |
| 6M | -43.9% | +18.8% | -62.8% | -41.5% |
| YTD | -84.0% | +17.9% | -101.9% | -83.3% |
| 1Y | -65.1% | +19.3% | -84.4% | -63.0% |
| All | -65.1% | +18.2% | -83.3% | -63.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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