-61.2%
MSTZ vs WU
-16.0%
-45.1%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.0% | +2.8% | +0.1% |
| 7D | -1.2% | +11.7% | -12.9% | +3.3% |
| 30D | +22.2% | +12.6% | +9.6% | +28.6% |
| 3M | -70.4% | -0.5% | -69.9% | -70.5% |
| 6M | -31.0% | -18.2% | -12.8% | -37.4% |
| YTD | -81.0% | -19.0% | -62.1% | -82.2% |
| 1Y | -61.2% | -16.7% | -44.5% | -62.8% |
| All | -61.2% | -16.0% | -45.1% | -62.8% |
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