-11.6%
SHW vs MSTZ
-99.2%
+87.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +8.2% | -10.5% | -2.1% |
| 7D | -1.2% | -25.4% | +24.2% | -1.6% |
| 30D | -11.6% | -60.9% | +49.3% | -12.9% |
| 3M | +9.1% | -54.2% | +63.3% | +8.4% |
| 6M | -0.7% | -65.0% | +64.3% | -1.2% |
| YTD | +1.4% | -76.5% | +77.9% | +0.9% |
| 1Y | -12.3% | -23.4% | +11.1% | -9.7% |
| All | -11.6% | -99.2% | +87.6% | -12.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling