-65.1%
MSTZ vs WETO
-99.3%
+34.2%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +11.4% | -21.0% | -9.6% |
| 7D | +0.7% | +3.6% | -2.8% | +0.7% |
| 30D | +16.6% | -17.2% | +33.8% | +16.6% |
| 3M | -74.7% | -83.7% | +9.0% | -74.6% |
| 6M | -43.9% | -98.3% | +54.3% | -47.7% |
| YTD | -84.0% | -99.0% | +15.0% | -85.5% |
| 1Y | -65.1% | -99.4% | +34.3% | -67.5% |
| All | -65.1% | -99.3% | +34.2% | -67.5% |
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