-58.9%
MSTZ vs TW
+19.9%
-78.8%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -2.9% | -2.4% |
| 7D | +31.0% | +2.8% | +28.2% | +30.2% |
| 30D | +34.0% | +18.1% | +15.9% | +29.4% |
| 3M | -67.7% | +25.2% | -92.9% | -69.5% |
| 6M | -14.9% | +19.1% | -34.0% | -17.5% |
| YTD | -79.1% | +21.9% | -101.0% | -80.5% |
| 1Y | -58.9% | +18.9% | -77.9% | -62.6% |
| All | -58.9% | +19.9% | -78.8% | -62.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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