-25.5%
WDAY vs MSTZ
-99.1%
+73.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.6% | -7.1% | -0.2% |
| 7D | -10.5% | +24.8% | -35.3% | -9.5% |
| 30D | +2.1% | -59.2% | +61.3% | -1.2% |
| 3M | +34.6% | -56.9% | +91.5% | +32.0% |
| 6M | +29.9% | -57.6% | +87.5% | +28.5% |
| YTD | -13.8% | -73.6% | +59.8% | -14.8% |
| 1Y | -18.3% | -15.6% | -2.7% | -13.8% |
| All | -25.5% | -99.1% | +73.6% | -21.6% |
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