+73.2%
WAB vs MSTZ
-99.2%
+172.3%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.9% | -5.8% | -0.7% |
| 7D | +5.1% | +30.8% | -25.7% | +6.2% |
| 30D | +4.0% | +41.2% | -37.2% | +5.9% |
| 3M | +0.1% | -60.9% | +61.0% | -1.6% |
| 6M | +12.8% | -15.7% | +28.5% | +16.4% |
| YTD | +40.1% | -75.2% | +115.3% | +40.7% |
| 1Y | +46.4% | -59.8% | +106.2% | +51.4% |
| All | +73.2% | -99.2% | +172.3% | +64.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 10y: compounded portfolio wealth divided by compounded MSTZ 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…
10y analysis · Full analysis span regression · 6 months rolling