-99.1%
MSTZ vs NWSA
+3.7%
-102.9%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.7% | +2.3% | +8.0% |
| 7D | +30.8% | +2.2% | +28.6% | +34.2% |
| 30D | +41.2% | -8.8% | +50.0% | +31.1% |
| 3M | -60.9% | -6.5% | -54.4% | -62.3% |
| 6M | -15.7% | +1.5% | -17.2% | -10.3% |
| YTD | -75.2% | +4.0% | -79.3% | -75.9% |
| 1Y | -59.8% | +3.4% | -63.2% | -62.0% |
| All | -99.1% | +3.7% | -102.9% | -98.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling