-99.1%
MSTZ vs WSM
+79.2%
-178.4%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.5% | +3.5% | +6.6% |
| 7D | +30.8% | 0.0% | +30.8% | +31.2% |
| 30D | +41.2% | +5.1% | +36.1% | +52.8% |
| 3M | -60.9% | +5.1% | -66.0% | -56.2% |
| 6M | -15.7% | +48.6% | -64.3% | +40.9% |
| YTD | -75.2% | +44.2% | -119.4% | -56.2% |
| 1Y | -59.8% | +38.1% | -97.9% | -32.6% |
| All | -99.1% | +79.2% | -178.4% | -97.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling