-23.4%
MSTZ vs WSM
+14.1%
-37.5%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +0.2% | +8.0% | +8.3% |
| 7D | -25.4% | +2.6% | -27.9% | -23.7% |
| 30D | -60.9% | -9.5% | -51.4% | -64.0% |
| 3M | -54.2% | +12.9% | -67.1% | -48.2% |
| 6M | -65.0% | +23.0% | -88.0% | -55.0% |
| YTD | -76.5% | +28.9% | -105.4% | -68.6% |
| 1Y | -23.4% | +13.7% | -37.1% | +3.6% |
| All | -23.4% | +14.1% | -37.5% | +3.6% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling