+2,067.4%
MTZ vs WST
+14,250.0%
-12,182.6%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -4.0% | -1.2% | -3.6% |
| 7D | -10.6% | -5.8% | -4.8% | -8.5% |
| 30D | -30.4% | +5.3% | -35.7% | -31.9% |
| 3M | -40.4% | +11.8% | -52.2% | -43.3% |
| 6M | -63.7% | +26.7% | -90.4% | -67.3% |
| YTD | -26.9% | +43.0% | -69.9% | -37.8% |
| 1Y | -20.2% | +38.9% | -59.0% | -31.4% |
| 3Y | +208.1% | +18.2% | +190.0% | +151.1% |
| 5Y | +69.4% | -1.5% | +70.9% | +42.3% |
| 10Y | +440.6% | +439.0% | +1.7% | +86.0% |
| All | +2,067.4% | +14,250.0% | -12,182.6% | +113.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling