+851.3%
WDC vs MSTZ
-99.1%
+950.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +6.6% | -11.0% | -3.9% |
| 7D | +4.4% | +24.8% | -20.4% | +6.3% |
| 30D | +5.3% | -59.2% | +64.5% | -1.0% |
| 3M | -5.9% | -56.9% | +50.9% | -9.2% |
| 6M | +73.2% | -57.6% | +130.8% | +71.3% |
| YTD | +167.8% | -73.6% | +241.4% | +163.4% |
| 1Y | +386.0% | -15.6% | +401.6% | +433.6% |
| All | +851.3% | -99.1% | +950.4% | +784.3% |
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