-30.2%
MSTZ vs WETO
-98.9%
+68.6%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -20.8% | +23.4% | +2.7% |
| 7D | -29.7% | -55.4% | +25.7% | -29.5% |
| 30D | -65.3% | -48.5% | -16.8% | -65.3% |
| 3M | -57.3% | -97.5% | +40.2% | -64.6% |
| 6M | -61.6% | -94.2% | +32.6% | -60.4% |
| YTD | -78.3% | -97.0% | +18.8% | -80.6% |
| 1Y | -30.2% | -98.9% | +68.7% | -58.9% |
| All | -30.2% | -98.9% | +68.6% | -58.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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