-65.1%
MSTZ vs WING
-23.2%
-41.9%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +3.7% | -13.3% | -9.4% |
| 7D | +0.7% | +21.0% | -20.2% | +1.8% |
| 30D | +16.6% | +56.9% | -40.3% | +20.6% |
| 3M | -74.7% | +38.4% | -113.0% | -74.0% |
| 6M | -43.9% | +12.0% | -55.9% | -44.8% |
| YTD | -84.0% | -29.2% | -54.8% | -85.3% |
| 1Y | -65.1% | -28.8% | -36.3% | -67.6% |
| All | -65.1% | -23.2% | -41.9% | -67.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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