+1.9%
SW vs MSTZ
-99.3%
+101.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.6% | -1.4% | +1.4% |
| 7D | -5.1% | -29.7% | +24.6% | -6.4% |
| 30D | -4.6% | -65.3% | +60.7% | -8.8% |
| 3M | +9.4% | -57.3% | +66.7% | +7.3% |
| 6M | +3.5% | -61.6% | +65.1% | +2.2% |
| YTD | +22.0% | -78.3% | +100.3% | +19.9% |
| 1Y | +2.2% | -30.2% | +32.5% | +10.2% |
| All | +1.9% | -99.3% | +101.2% | -6.2% |
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