+864.4%
WDC vs MSTZ
-99.3%
+963.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +2.6% | +3.2% | +6.1% |
| 7D | +1.7% | -29.7% | +31.5% | -0.5% |
| 30D | -10.0% | -65.3% | +55.3% | -16.4% |
| 3M | -18.8% | -57.3% | +38.6% | -21.4% |
| 6M | +79.0% | -61.6% | +140.7% | +75.6% |
| YTD | +171.6% | -78.3% | +249.8% | +162.8% |
| 1Y | +417.4% | -30.2% | +447.6% | +459.2% |
| All | +864.4% | -99.3% | +963.7% | +782.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling