+3,134.4%
MTZ vs WST
+12,330.1%
-9,195.7%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.8% | +2.9% | +2.4% |
| 7D | -1.6% | +0.7% | -2.3% | -1.9% |
| 30D | -11.1% | -3.1% | -7.9% | -10.0% |
| 3M | -36.7% | +7.2% | -43.9% | -38.6% |
| 6M | -21.9% | +36.8% | -58.8% | -31.8% |
| YTD | +9.1% | +23.8% | -14.7% | -1.3% |
| 1Y | +30.0% | +37.8% | -7.8% | +11.9% |
| 3Y | +138.5% | -15.9% | +154.3% | +125.2% |
| 5Y | +158.3% | -25.8% | +184.2% | +145.1% |
| 10Y | +700.8% | +319.6% | +381.2% | +207.5% |
| All | +3,134.4% | +12,330.1% | -9,195.7% | +238.5% |
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