+398.0%
MTZ vs WST
+456.5%
-58.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.2% | -2.5% | -1.6% |
| 7D | +5.0% | +4.2% | +0.8% | +4.0% |
| 30D | -6.0% | +11.2% | -17.2% | -8.4% |
| 3M | -36.1% | +20.4% | -56.5% | -39.1% |
| 6M | -56.9% | +37.9% | -94.8% | -60.3% |
| YTD | -15.9% | +51.8% | -67.7% | -25.0% |
| 1Y | -3.8% | +56.6% | -60.5% | -15.0% |
| 3Y | +272.3% | +24.2% | +248.0% | +225.8% |
| 5Y | +91.1% | +0.7% | +90.4% | +72.5% |
| All | +398.0% | +456.5% | -58.5% | +104.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling