+27.3%
WAT vs MSTZ
-63.1%
+90.4%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -9.6% | +11.2% | +1.4% |
| 7D | -1.9% | +0.7% | -2.7% | -1.9% |
| 30D | +6.2% | +16.6% | -10.4% | +6.7% |
| 3M | +18.1% | -74.7% | +92.7% | +15.8% |
| 6M | +54.9% | -43.9% | +98.8% | +57.4% |
| YTD | +23.1% | -84.0% | +107.1% | +23.3% |
| 1Y | +27.3% | -65.1% | +92.4% | +26.8% |
| All | +27.3% | -63.1% | +90.4% | +26.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling