+101.2%
WELL vs MSTZ
-99.3%
+200.5%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.6% | -7.2% | +0.5% |
| 7D | +3.0% | +21.1% | -18.1% | +3.1% |
| 30D | +10.2% | +40.1% | -29.9% | +10.3% |
| 3M | +6.1% | -66.1% | +72.2% | +6.0% |
| 6M | +16.6% | -20.7% | +37.4% | +17.2% |
| YTD | +35.3% | -78.6% | +113.9% | +35.2% |
| 1Y | +31.5% | -55.5% | +87.0% | +32.1% |
| All | +101.2% | -99.3% | +200.5% | +108.0% |
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 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