-99.2%
MSTZ vs WTW
+16.8%
-116.1%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +1.8% | +5.8% | +8.3% |
| 7D | +21.1% | +1.6% | +19.5% | +21.9% |
| 30D | +40.1% | +12.4% | +27.7% | +46.7% |
| 3M | -66.1% | -2.6% | -63.4% | -66.0% |
| 6M | -20.7% | +30.8% | -51.5% | -13.4% |
| YTD | -78.6% | +2.3% | -80.9% | -78.8% |
| 1Y | -55.5% | +4.9% | -60.3% | -55.3% |
| All | -99.2% | +16.8% | -116.1% | -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