-99.3%
MSTZ vs WCC
+91.1%
-190.4%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +8.1% | -3.2% | +14.5% |
| 7D | +4.3% | -5.7% | +10.0% | -2.6% |
| 30D | +30.2% | -13.5% | +43.6% | +11.7% |
| 3M | -66.9% | -12.9% | -54.0% | -69.9% |
| 6M | -26.3% | -10.7% | -15.7% | -30.9% |
| YTD | -80.1% | +30.0% | -110.1% | -62.5% |
| 1Y | -57.5% | +24.7% | -82.2% | -23.3% |
| All | -99.3% | +91.1% | -190.4% | -94.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling