-99.1%
MSTZ vs WCN
-10.0%
-89.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.2% | +6.6% | +5.5% |
| 7D | -23.6% | -1.7% | -21.8% | -23.6% |
| 30D | -60.7% | -3.0% | -57.7% | -60.6% |
| 3M | -58.3% | +2.5% | -60.8% | -58.0% |
| 6M | -60.0% | -5.7% | -54.3% | -62.3% |
| YTD | -75.2% | -7.4% | -67.8% | -76.7% |
| 1Y | -19.9% | -8.6% | -11.3% | -28.1% |
| All | -99.1% | -10.0% | -89.2% | -99.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling