+19.0%
WEC vs MSTZ
-99.3%
+118.3%
-11.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.6% | -3.3% | -0.7% |
| 7D | -0.3% | -29.7% | +29.5% | -0.1% |
| 30D | -1.3% | -65.3% | +64.0% | -0.6% |
| 3M | -3.9% | -57.3% | +53.4% | -3.5% |
| 6M | -8.3% | -61.6% | +53.3% | -7.9% |
| YTD | +3.1% | -78.3% | +81.3% | +3.6% |
| 1Y | +1.9% | -30.2% | +32.2% | +1.4% |
| All | +19.0% | -99.3% | +118.3% | +21.3% |
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