-58.9%
MSTZ vs WST
+49.4%
-108.4%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.3% | -2.1% |
| 7D | +31.0% | +1.1% | +30.0% | +32.6% |
| 30D | +34.0% | +12.4% | +21.6% | +47.5% |
| 3M | -67.7% | +17.6% | -85.3% | -63.0% |
| 6M | -14.9% | +28.3% | -43.2% | +5.4% |
| YTD | -79.1% | +50.5% | -129.6% | -55.4% |
| 1Y | -58.9% | +49.4% | -108.3% | -13.1% |
| All | -58.9% | +49.4% | -108.4% | -13.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling