+13.8%
WELL vs MSTZ
-8.3%
+22.1%
-11.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +12.8% | -13.8% | -1.1% |
| 7D | +0.1% | +25.6% | -25.4% | -0.1% |
| 30D | +6.8% | +50.6% | -43.8% | +6.1% |
| 3M | +6.7% | -64.5% | +71.2% | +8.1% |
| 6M | +13.8% | -14.0% | +27.8% | +5.5% |
| All | +13.8% | -8.3% | +22.1% | +5.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling