-65.1%
MSTZ vs WSM
+44.0%
-109.1%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +6.5% | -16.0% | -2.6% |
| 7D | +0.7% | +8.0% | -7.3% | +10.1% |
| 30D | +16.6% | +13.5% | +3.1% | +35.5% |
| 3M | -74.7% | +8.8% | -83.5% | -70.5% |
| 6M | -43.9% | +54.7% | -98.6% | -2.0% |
| YTD | -84.0% | +53.3% | -137.3% | -71.2% |
| 1Y | -65.1% | +41.1% | -106.2% | -42.3% |
| All | -65.1% | +44.0% | -109.1% | -42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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