+87.7%
WDC vs MSTZ
-52.7%
+140.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +12.8% | -13.5% | +0.7% |
| 7D | +16.3% | +25.6% | -9.3% | +19.3% |
| 30D | -18.3% | +50.6% | -68.8% | -13.1% |
| 3M | -31.4% | -64.5% | +33.1% | -34.8% |
| 6M | -36.3% | -14.0% | -22.3% | -31.4% |
| YTD | +80.8% | -76.4% | +157.2% | +73.0% |
| 1Y | +87.7% | -56.2% | +143.9% | +86.9% |
| All | +87.7% | -52.7% | +140.4% | +86.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling