-29.2%
MSTZ vs TW
-10.4%
-18.8%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.8% | +1.8% | +2.2% |
| 7D | -29.7% | -2.3% | -27.4% | -29.0% |
| 30D | -65.3% | +3.9% | -69.2% | -66.1% |
| 3M | -57.3% | +5.7% | -63.0% | -58.7% |
| 6M | -61.6% | -14.5% | -47.1% | -59.1% |
| YTD | -78.3% | -0.9% | -77.4% | -78.5% |
| All | -29.2% | -10.4% | -18.8% | -21.4% |
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