+0.5%
SW vs MSTZ
-99.5%
+100.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -9.6% | +13.6% | +3.6% |
| 7D | +12.1% | +0.7% | +11.3% | +12.2% |
| 30D | +6.6% | +16.6% | -10.0% | +7.8% |
| 3M | -6.0% | -74.7% | +68.7% | -10.6% |
| 6M | +21.5% | -43.9% | +65.4% | +23.2% |
| YTD | +20.3% | -84.0% | +104.4% | +17.6% |
| 1Y | +28.1% | -65.1% | +93.2% | +32.9% |
| All | +0.5% | -99.5% | +100.0% | -7.9% |
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