+444.4%
MTZ vs WST
+452.9%
-8.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.1% | +4.5% | +4.6% |
| 7D | +12.9% | +1.1% | +11.8% | +12.7% |
| 30D | -8.5% | +12.4% | -20.9% | -11.1% |
| 3M | -30.6% | +17.6% | -48.2% | -33.5% |
| 6M | -55.1% | +28.3% | -83.4% | -58.0% |
| YTD | -13.0% | +50.5% | -63.5% | -22.2% |
| 1Y | -4.3% | +49.4% | -53.6% | -14.3% |
| 3Y | +284.0% | +21.9% | +262.2% | +238.1% |
| 5Y | +97.7% | +0.4% | +97.3% | +78.4% |
| 10Y | +444.4% | +451.5% | -7.1% | +130.6% |
| All | +444.4% | +452.9% | -8.5% | +130.6% |
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