-99.3%
MSTZ vs WING
-60.3%
-39.1%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +0.3% |
| 7D | -1.2% | +9.0% | -10.3% | +1.8% |
| 30D | +22.2% | +39.9% | -17.8% | +36.9% |
| 3M | -70.4% | +40.4% | -110.8% | -66.7% |
| 6M | -31.0% | +12.9% | -43.9% | -28.6% |
| YTD | -81.0% | -31.1% | -50.0% | -83.9% |
| 1Y | -61.2% | -32.7% | -28.5% | -67.4% |
| All | -99.3% | -60.3% | -39.1% | -99.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling