-30.2%
MSTZ vs WU
-8.3%
-22.0%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.0% | +3.6% | +2.2% |
| 7D | -29.7% | -0.8% | -28.9% | -30.0% |
| 30D | -65.3% | -1.1% | -64.2% | -65.5% |
| 3M | -57.3% | -3.9% | -53.5% | -56.9% |
| 6M | -61.6% | -20.7% | -41.0% | -63.9% |
| YTD | -78.3% | -18.4% | -59.9% | -79.2% |
| 1Y | -30.2% | -8.1% | -22.2% | -32.3% |
| All | -30.2% | -8.3% | -22.0% | -32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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