-99.2%
MSTZ vs WST
+39.5%
-138.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -0.1% | +7.8% | +7.6% |
| 7D | +21.1% | +1.4% | +19.8% | +22.3% |
| 30D | +40.1% | +12.7% | +27.4% | +49.3% |
| 3M | -66.1% | +17.2% | -83.2% | -63.1% |
| 6M | -20.7% | +26.7% | -47.4% | -9.9% |
| YTD | -78.6% | +50.3% | -128.9% | -71.3% |
| 1Y | -55.5% | +50.2% | -105.7% | -40.4% |
| All | -99.2% | +39.5% | -138.7% | -98.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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