-99.3%
MSTZ vs WU
-28.2%
-71.2%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.0% | +2.8% | -0.2% |
| 7D | -1.2% | +11.7% | -12.9% | +4.3% |
| 30D | +22.2% | +12.6% | +9.6% | +30.1% |
| 3M | -70.4% | -0.5% | -69.9% | -70.7% |
| 6M | -31.0% | -18.2% | -12.8% | -37.7% |
| YTD | -81.0% | -19.0% | -62.1% | -82.6% |
| 1Y | -61.2% | -16.7% | -44.5% | -63.5% |
| All | -99.3% | -28.2% | -71.2% | -99.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling