-58.9%
MSTZ vs WSM
+36.5%
-95.4%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.4% | -2.0% |
| 7D | +31.0% | -3.0% | +34.0% | +27.5% |
| 30D | +34.0% | +10.1% | +23.9% | +50.1% |
| 3M | -67.7% | +4.9% | -72.6% | -63.8% |
| 6M | -14.9% | +49.8% | -64.7% | +39.8% |
| YTD | -79.1% | +48.7% | -127.8% | -66.2% |
| 1Y | -58.9% | +38.7% | -97.7% | -35.0% |
| All | -58.9% | +36.5% | -95.4% | -35.0% |
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 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