-40.1%
WDC vs MSTZ
-12.2%
-27.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +4.9% | -9.9% | -4.4% |
| 7D | +12.1% | +30.8% | -18.7% | +15.7% |
| 30D | -18.8% | +41.2% | -60.0% | -13.8% |
| 3M | -39.3% | -60.9% | +21.6% | -41.2% |
| 6M | -40.1% | -15.7% | -24.5% | -30.6% |
| All | -40.1% | -12.2% | -27.9% | -30.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling