-99.1%
MSTZ vs TW
+12.4%
-111.5%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.8% | +4.1% | +5.2% |
| 7D | +30.8% | +3.9% | +26.8% | +32.1% |
| 30D | +41.2% | +19.9% | +21.3% | +49.2% |
| 3M | -60.9% | +25.9% | -86.8% | -57.5% |
| 6M | -15.7% | +21.1% | -36.8% | -11.0% |
| YTD | -75.2% | +23.9% | -99.1% | -73.5% |
| 1Y | -59.8% | +21.2% | -81.0% | -57.6% |
| All | -99.1% | +12.4% | -111.5% | -98.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling