-12.3%
SHW vs MSTZ
-99.1%
+86.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.8% | +5.6% | +1.8% |
| 7D | -3.1% | +17.0% | -20.2% | -2.8% |
| 30D | -10.0% | -61.8% | +51.8% | -11.4% |
| 3M | +2.3% | -54.6% | +56.8% | +1.5% |
| 6M | +0.7% | -59.3% | +59.9% | +0.4% |
| YTD | +0.5% | -74.6% | +75.1% | +0.3% |
| 1Y | -11.5% | -18.8% | +7.3% | -8.8% |
| All | -12.3% | -99.1% | +86.8% | -13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 10y: compounded portfolio wealth divided by compounded MSTZ 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…
10y analysis · Full analysis span regression · 6 months rolling