-59.8%
MSTZ vs WCC
+22.3%
-82.1%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.7% | +6.6% | +3.5% |
| 7D | +30.8% | +9.9% | +20.8% | +41.7% |
| 30D | +41.2% | -8.4% | +49.6% | +33.1% |
| 3M | -60.9% | -10.3% | -50.6% | -62.1% |
| 6M | -15.7% | -10.5% | -5.2% | -18.9% |
| YTD | -75.2% | +32.2% | -107.4% | -56.4% |
| 1Y | -59.8% | +25.5% | -85.3% | -31.0% |
| All | -59.8% | +22.3% | -82.1% | -31.0% |
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