+21.4%
WAT vs MSTZ
-99.2%
+120.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.5% | -5.0% | +0.6% |
| 7D | -1.8% | -23.6% | +21.8% | -2.2% |
| 30D | -1.7% | -60.7% | +59.0% | -3.3% |
| 3M | +9.1% | -58.3% | +67.3% | +8.1% |
| 6M | +32.4% | -60.0% | +92.5% | +32.2% |
| YTD | +6.6% | -75.2% | +81.8% | +6.4% |
| 1Y | +34.7% | -19.9% | +54.6% | +39.2% |
| All | +21.4% | -99.2% | +120.6% | +16.7% |
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