+895.3%
WDC vs MSTZ
-99.2%
+994.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.5% | -4.4% | +1.5% |
| 7D | +7.5% | -23.6% | +31.0% | +5.7% |
| 30D | +10.1% | -60.7% | +70.8% | +3.2% |
| 3M | -6.8% | -58.3% | +51.4% | -10.3% |
| 6M | +84.1% | -60.0% | +144.2% | +81.1% |
| YTD | +180.3% | -75.2% | +255.5% | +174.1% |
| 1Y | +411.1% | -19.9% | +431.0% | +458.5% |
| All | +895.3% | -99.2% | +994.5% | +820.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling