+510.2%
WDC vs MSTZ
-99.2%
+609.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +4.9% | -9.9% | -4.6% |
| 7D | +12.1% | +30.8% | -18.7% | +15.0% |
| 30D | -18.8% | +41.2% | -60.0% | -15.0% |
| 3M | -39.3% | -60.9% | +21.6% | -41.4% |
| 6M | -40.1% | -15.7% | -24.5% | -36.6% |
| YTD | +71.8% | -75.2% | +147.0% | +73.3% |
| 1Y | +88.5% | -59.8% | +148.3% | +98.8% |
| All | +510.2% | -99.2% | +609.3% | +481.9% |
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 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