-99.3%
MSTZ vs WU
-29.7%
-69.5%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.0% | +0.8% | -3.6% |
| 7D | +31.0% | +2.1% | +28.9% | +31.8% |
| 30D | +34.0% | +10.1% | +23.8% | +41.2% |
| 3M | -67.7% | -1.1% | -66.5% | -68.0% |
| 6M | -14.9% | -19.8% | +4.9% | -23.8% |
| YTD | -79.1% | -20.8% | -58.3% | -81.0% |
| 1Y | -58.9% | -15.1% | -43.8% | -60.8% |
| All | -99.3% | -29.7% | -69.5% | -99.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling