+233.0%
WBD vs MSTZ
-99.1%
+332.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.8% | +3.2% | -0.8% |
| 7D | -0.7% | +17.0% | -17.8% | +0.2% |
| 30D | +1.4% | -61.8% | +63.2% | -2.9% |
| 3M | +4.4% | -54.6% | +59.0% | +2.3% |
| 6M | +0.8% | -59.3% | +60.1% | -0.4% |
| YTD | -2.7% | -74.6% | +71.9% | -3.9% |
| 1Y | +73.4% | -18.8% | +92.2% | +92.0% |
| All | +233.0% | -99.1% | +332.2% | +222.7% |
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