-61.2%
MSTZ vs WCC
+13.7%
-74.9%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.4% | +2.7% |
| 7D | -1.2% | -14.7% | +13.5% | -13.3% |
| 30D | +22.2% | -20.1% | +42.2% | +2.8% |
| 3M | -70.4% | -21.2% | -49.2% | -74.4% |
| 6M | -31.0% | -19.2% | -11.8% | -38.7% |
| YTD | -81.0% | +20.2% | -101.3% | -69.4% |
| 1Y | -61.2% | +14.5% | -75.6% | -37.4% |
| All | -61.2% | +13.7% | -74.9% | -37.4% |
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