-56.2%
MSTZ vs WING
-33.3%
-22.9%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -4.5% | +17.3% | +12.6% |
| 7D | +25.6% | -3.9% | +29.5% | +25.3% |
| 30D | +50.6% | +26.6% | +23.9% | +52.4% |
| 3M | -64.5% | +42.5% | -107.0% | -63.5% |
| 6M | -14.0% | +29.4% | -43.4% | -12.3% |
| YTD | -76.4% | -32.8% | -43.6% | -78.4% |
| 1Y | -56.2% | -33.5% | -22.8% | -60.4% |
| All | -56.2% | -33.3% | -22.9% | -60.4% |
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