+234.9%
WBD vs MSTZ
-99.1%
+334.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.6% | -5.5% | +1.4% |
| 7D | -0.6% | +24.8% | -25.4% | +0.7% |
| 30D | +4.2% | -59.2% | +63.4% | +0.1% |
| 3M | +7.5% | -56.9% | +64.4% | +5.0% |
| 6M | +1.6% | -57.6% | +59.2% | +0.6% |
| YTD | -2.2% | -73.6% | +71.4% | -3.1% |
| 1Y | +124.9% | -15.6% | +140.4% | +149.6% |
| All | +234.9% | -99.1% | +334.0% | +225.2% |
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