+63.0%
WAB vs MSTZ
-99.2%
+162.1%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.5% | -6.9% | -1.2% |
| 7D | +0.2% | -23.6% | +23.8% | -0.5% |
| 30D | -4.6% | -60.7% | +56.2% | -7.2% |
| 3M | +5.6% | -58.3% | +63.9% | +4.0% |
| 6M | +13.8% | -60.0% | +73.8% | +13.1% |
| YTD | +31.9% | -75.2% | +107.1% | +31.0% |
| 1Y | +48.3% | -19.9% | +68.1% | +58.8% |
| All | +63.0% | -99.2% | +162.1% | +53.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling