-9.5%
SHW vs MSTZ
-99.3%
+89.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.6% | -2.2% | +0.5% |
| 7D | -3.2% | -29.7% | +26.5% | -3.7% |
| 30D | -9.5% | -65.3% | +55.8% | -11.1% |
| 3M | +11.5% | -57.3% | +68.8% | +10.5% |
| 6M | -3.5% | -61.6% | +58.1% | -4.0% |
| YTD | +3.7% | -78.3% | +82.0% | +3.1% |
| 1Y | -7.9% | -30.2% | +22.3% | -5.4% |
| All | -9.5% | -99.3% | +89.8% | -10.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling