+32.1%
WEC vs MSTZ
-99.2%
+131.3%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.9% | -4.8% | +0.1% |
| 7D | +1.5% | +30.8% | -29.3% | +1.2% |
| 30D | +10.2% | +41.2% | -31.0% | +9.7% |
| 3M | +7.6% | -60.9% | +68.5% | +7.9% |
| 6M | +6.6% | -15.7% | +22.3% | +6.5% |
| YTD | +14.4% | -75.2% | +89.6% | +14.6% |
| 1Y | +8.8% | -59.8% | +68.6% | +8.6% |
| All | +32.1% | -99.2% | +131.3% | +34.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling