-84.6%
MSTZ vs WETO
-99.4%
+14.8%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +7.1% | -0.5% | +6.6% |
| 7D | +24.8% | -19.9% | +44.7% | +24.7% |
| 30D | -59.2% | -42.7% | -16.6% | -58.7% |
| 3M | -56.9% | -97.7% | +40.9% | -64.6% |
| 6M | -57.6% | -94.4% | +36.8% | -58.3% |
| YTD | -73.6% | -97.0% | +23.4% | -75.9% |
| 1Y | -15.6% | -98.9% | +83.3% | -31.5% |
| All | -84.6% | -99.4% | +14.8% | -88.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling