-99.2%
MSTZ vs WSM
+60.2%
-159.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +0.2% | +8.0% | +8.4% |
| 7D | -25.4% | +2.6% | -27.9% | -23.1% |
| 30D | -60.9% | -9.5% | -51.4% | -64.9% |
| 3M | -54.2% | +12.9% | -67.1% | -47.2% |
| 6M | -65.0% | +23.0% | -88.0% | -54.1% |
| YTD | -76.5% | +28.9% | -105.4% | -65.3% |
| 1Y | -23.4% | +13.7% | -37.1% | -1.0% |
| All | -99.2% | +60.2% | -159.4% | -98.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling