-0.7%
WEC vs MSTZ
-18.6%
+17.9%
-11.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.8% | +3.7% | 0.0% |
| 7D | -0.6% | +17.0% | -17.6% | -0.7% |
| 30D | -2.6% | -61.8% | +59.2% | -2.1% |
| 3M | -6.0% | -54.6% | +48.6% | -5.5% |
| 6M | -5.4% | -59.3% | +53.8% | -4.7% |
| YTD | +2.5% | -74.6% | +77.0% | +3.3% |
| 1Y | -0.7% | -18.8% | +18.1% | 0.0% |
| All | -0.7% | -18.6% | +17.9% | 0.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling