-69.9%
MSTZ vs WCC
-23.3%
-46.6%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.7% | -9.6% | +27.3% | +7.4% |
| 7D | +13.4% | -21.9% | +35.2% | -10.9% |
| 30D | +37.5% | -25.4% | +62.9% | +1.5% |
| 3M | -69.9% | -23.1% | -46.8% | -75.6% |
| All | -69.9% | -23.3% | -46.6% | -75.6% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling