-99.3%
MSTZ vs WING
-59.4%
-39.8%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.5% | -2.7% |
| 7D | +31.0% | -0.5% | +31.6% | +30.9% |
| 30D | +34.0% | +32.3% | +1.7% | +47.1% |
| 3M | -67.7% | +50.2% | -117.8% | -62.8% |
| 6M | -14.9% | +31.7% | -46.6% | -5.7% |
| YTD | -79.1% | -29.6% | -49.4% | -82.1% |
| 1Y | -58.9% | -29.7% | -29.2% | -64.8% |
| All | -99.3% | -59.4% | -39.8% | -99.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling