-65.1%
MSTZ vs WCN
+16.1%
-81.2%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +2.8% | -12.3% | -11.6% |
| 7D | +0.7% | +6.7% | -6.0% | -4.3% |
| 30D | +16.6% | +24.3% | -7.7% | -1.5% |
| 3M | -74.7% | +16.1% | -90.8% | -77.7% |
| 6M | -43.9% | +19.9% | -63.9% | -51.5% |
| YTD | -84.0% | +10.1% | -94.1% | -84.8% |
| 1Y | -65.1% | +14.4% | -79.5% | -68.8% |
| All | -65.1% | +16.1% | -81.2% | -68.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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