-21.2%
WDAY vs MSTZ
-99.3%
+78.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.6% | -8.0% | -5.3% |
| 7D | -4.4% | -29.7% | +25.4% | -5.5% |
| 30D | +14.7% | -65.3% | +80.0% | +10.2% |
| 3M | +32.4% | -57.3% | +89.7% | +29.8% |
| 6M | +36.9% | -61.6% | +98.5% | +34.8% |
| YTD | -8.8% | -78.3% | +69.4% | -10.7% |
| 1Y | -15.3% | -30.2% | +15.0% | -11.5% |
| All | -21.2% | -99.3% | +78.1% | -17.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling