+546.6%
WDC vs MSTZ
-99.3%
+645.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -2.2% | +10.5% | +8.1% |
| 7D | -3.2% | +31.0% | -34.3% | -0.4% |
| 30D | -19.0% | +34.0% | -53.0% | -15.7% |
| 3M | -28.4% | -67.7% | +39.3% | -32.1% |
| 6M | -39.2% | -14.9% | -24.3% | -35.7% |
| YTD | +82.1% | -79.1% | +161.1% | +80.7% |
| 1Y | +84.7% | -58.9% | +143.6% | +94.7% |
| All | +546.6% | -99.3% | +645.9% | +506.7% |
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