-65.1%
MSTZ vs WCC
+24.5%
-89.5%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -9.9% | +0.4% | -18.2% |
| 7D | +0.7% | -8.8% | +9.5% | -7.0% |
| 30D | +16.6% | -16.0% | +32.6% | +1.5% |
| 3M | -74.7% | -15.2% | -59.5% | -76.9% |
| 6M | -43.9% | -8.4% | -35.5% | -44.3% |
| YTD | -84.0% | +30.1% | -114.1% | -72.3% |
| 1Y | -65.1% | +26.4% | -91.5% | -37.9% |
| All | -65.1% | +24.5% | -89.5% | -37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 1y: compounded portfolio wealth divided by compounded WCC 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…
1y analysis · Full analysis span regression · 6 months rolling