-99.2%
MSTZ vs NWSA
+2.4%
-101.6%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +0.2% | +7.5% | +7.8% |
| 7D | +21.1% | -9.7% | +30.8% | +10.6% |
| 30D | +40.1% | -8.6% | +48.7% | +30.1% |
| 3M | -66.1% | -6.3% | -59.8% | -67.3% |
| 6M | -20.7% | -1.2% | -19.5% | -18.4% |
| YTD | -78.6% | +2.6% | -81.2% | -79.6% |
| 1Y | -55.5% | 0.0% | -55.5% | -60.2% |
| All | -99.2% | +2.4% | -101.6% | -98.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling