+95.0%
MTZ vs WST
+1.0%
+94.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.2% | -2.5% | -1.5% |
| 7D | +5.0% | +4.2% | +0.8% | +4.2% |
| 30D | -6.0% | +11.2% | -17.2% | -7.8% |
| 3M | -36.1% | +20.4% | -56.5% | -38.4% |
| 6M | -56.9% | +37.9% | -94.8% | -59.5% |
| YTD | -15.9% | +51.8% | -67.7% | -22.9% |
| 1Y | -3.8% | +56.6% | -60.5% | -12.4% |
| 3Y | +272.3% | +24.2% | +248.0% | +235.5% |
| All | +95.0% | +1.0% | +94.0% | +65.6% |
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 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