-99.1%
MSTZ vs WCN
+8.5%
-107.6%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | 0.0% | +4.9% | +4.9% |
| 7D | +30.8% | +2.6% | +28.2% | +30.4% |
| 30D | +41.2% | +23.9% | +17.3% | +39.3% |
| 3M | -60.9% | +17.4% | -78.3% | -61.4% |
| 6M | -15.7% | +28.0% | -43.7% | -15.7% |
| YTD | -75.2% | +11.6% | -86.8% | -77.0% |
| 1Y | -59.8% | +16.9% | -76.7% | -61.4% |
| All | -99.1% | +8.5% | -107.6% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling