-14.0%
MSTZ vs WCN
+27.4%
-41.4%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | +0.9% | +11.9% | +11.9% |
| 7D | +25.6% | +1.2% | +24.4% | +24.2% |
| 30D | +50.6% | +26.4% | +24.1% | +14.2% |
| 3M | -64.5% | +17.5% | -82.0% | -70.5% |
| 6M | -14.0% | +28.7% | -42.8% | -39.5% |
| All | -14.0% | +27.4% | -41.4% | -39.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling