-30.2%
MSTZ vs NWSA
+5.5%
-35.8%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.8% | +4.4% | +2.2% |
| 7D | -29.7% | -1.9% | -27.8% | -29.9% |
| 30D | -65.3% | +4.6% | -69.9% | -65.1% |
| 3M | -57.3% | +13.2% | -70.6% | -55.7% |
| 6M | -61.6% | +27.0% | -88.6% | -59.5% |
| YTD | -78.3% | +16.8% | -95.1% | -77.4% |
| 1Y | -30.2% | +4.5% | -34.8% | -25.9% |
| All | -30.2% | +5.5% | -35.8% | -25.9% |
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