-99.2%
MSTZ vs WTW
+13.8%
-113.0%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -2.8% | +11.0% | +7.2% |
| 7D | -25.4% | -2.7% | -22.6% | -25.9% |
| 30D | -60.9% | -5.6% | -55.2% | -61.4% |
| 3M | -54.2% | +26.5% | -80.7% | -50.7% |
| 6M | -65.0% | +8.1% | -73.1% | -64.7% |
| YTD | -76.5% | -0.3% | -76.2% | -77.0% |
| 1Y | -23.4% | -0.9% | -22.5% | -25.8% |
| All | -99.2% | +13.8% | -113.0% | -99.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling