-99.2%
MSTZ vs WST
+14.9%
-114.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.8% | +3.4% | +2.2% |
| 7D | -29.7% | +0.7% | -30.5% | -29.4% |
| 30D | -65.3% | -3.1% | -62.1% | -65.7% |
| 3M | -57.3% | +7.2% | -64.5% | -55.6% |
| 6M | -61.6% | +36.8% | -98.5% | -54.1% |
| YTD | -78.3% | +23.8% | -102.1% | -73.7% |
| 1Y | -30.2% | +37.8% | -68.0% | -10.8% |
| All | -99.2% | +14.9% | -114.2% | -99.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling