-55.5%
MSTZ vs WCN
+16.8%
-72.3%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +0.6% | +7.0% | +7.2% |
| 7D | +21.1% | +2.6% | +18.5% | +18.5% |
| 30D | +40.1% | +25.3% | +14.8% | +17.5% |
| 3M | -66.1% | +15.2% | -81.3% | -69.8% |
| 6M | -20.7% | +26.4% | -47.2% | -32.9% |
| YTD | -78.6% | +9.9% | -88.5% | -79.6% |
| 1Y | -55.5% | +16.2% | -71.7% | -62.0% |
| All | -55.5% | +16.8% | -72.3% | -62.0% |
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 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