+74.8%
MTZ vs WST
-0.1%
+74.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +1.9% | +7.7% | +9.2% |
| 7D | -6.4% | -3.1% | -3.3% | -5.9% |
| 30D | -22.1% | +9.1% | -31.2% | -23.3% |
| 3M | -32.7% | +14.7% | -47.4% | -34.5% |
| 6M | -59.8% | +28.0% | -87.8% | -61.8% |
| YTD | -19.9% | +45.6% | -65.6% | -26.0% |
| 1Y | -11.5% | +45.7% | -57.1% | -18.3% |
| 3Y | +258.1% | +21.1% | +237.0% | +223.7% |
| All | +74.8% | -0.1% | +74.9% | +47.7% |
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