-99.2%
MSTZ vs WTW
+17.1%
-116.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.1% | +4.8% | +1.9% |
| 7D | -29.7% | -2.6% | -27.1% | -30.1% |
| 30D | -65.3% | -1.0% | -64.3% | -65.2% |
| 3M | -57.3% | +29.9% | -87.3% | -53.7% |
| 6M | -61.6% | +10.7% | -72.3% | -61.1% |
| YTD | -78.3% | +2.6% | -80.9% | -78.5% |
| 1Y | -30.2% | +2.8% | -33.0% | -31.5% |
| All | -99.2% | +17.1% | -116.3% | -99.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling