+89.9%
MTZ vs WST
+1.6%
+88.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.1% | -4.2% | -4.3% |
| 7D | -8.7% | +1.4% | -10.1% | -8.9% |
| 30D | -15.0% | +12.7% | -27.7% | -16.8% |
| 3M | -32.6% | +17.2% | -49.8% | -34.6% |
| 6M | -56.3% | +26.7% | -83.0% | -58.4% |
| YTD | -16.8% | +50.3% | -67.1% | -23.6% |
| 1Y | -10.0% | +50.2% | -60.3% | -17.4% |
| 3Y | +267.1% | +21.7% | +245.4% | +232.6% |
| 5Y | +89.9% | +2.0% | +87.8% | +59.2% |
| All | +89.9% | +1.6% | +88.2% | +59.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling