+64.4%
WAB vs MSTZ
-99.3%
+163.6%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.6% | -1.9% | +0.8% |
| 7D | -3.2% | -29.7% | +26.5% | -4.2% |
| 30D | -4.4% | -65.3% | +60.8% | -7.5% |
| 3M | +7.9% | -57.3% | +65.2% | +6.4% |
| 6M | +8.7% | -61.6% | +70.3% | +8.0% |
| YTD | +33.0% | -78.3% | +111.3% | +31.4% |
| 1Y | +46.7% | -30.2% | +76.9% | +56.2% |
| All | +64.4% | -99.3% | +163.6% | +54.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling