-19.9%
MSTZ vs WTW
-4.1%
-15.8%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -3.6% | +9.0% | +4.6% |
| 7D | -23.6% | -7.1% | -16.5% | -24.7% |
| 30D | -60.7% | -8.5% | -52.2% | -61.2% |
| 3M | -58.3% | +20.6% | -78.8% | -57.9% |
| 6M | -60.0% | +7.2% | -67.2% | -60.4% |
| YTD | -75.2% | -3.9% | -71.4% | -76.1% |
| 1Y | -19.9% | -3.6% | -16.3% | -25.6% |
| All | -19.9% | -4.1% | -15.8% | -25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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