-58.9%
MSTZ vs WING
-29.6%
-29.3%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.5% | -2.2% |
| 7D | +31.0% | -0.5% | +31.6% | +30.9% |
| 30D | +34.0% | +32.3% | +1.7% | +35.8% |
| 3M | -67.7% | +50.2% | -117.8% | -66.7% |
| 6M | -14.9% | +31.7% | -46.6% | -13.6% |
| YTD | -79.1% | -29.6% | -49.4% | -80.7% |
| 1Y | -58.9% | -29.7% | -29.2% | -62.8% |
| All | -58.9% | -29.6% | -29.3% | -62.8% |
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