+20.8%
WM vs MSTZ
-63.1%
+83.9%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -9.6% | +11.2% | +1.9% |
| 7D | +5.9% | +0.7% | +5.2% | +5.8% |
| 30D | +15.4% | +16.6% | -1.2% | +14.7% |
| 3M | +6.3% | -74.7% | +81.0% | +9.1% |
| 6M | +5.6% | -43.9% | +49.5% | +5.8% |
| YTD | +9.9% | -84.0% | +94.0% | +11.2% |
| 1Y | +20.8% | -65.1% | +85.9% | +18.0% |
| All | +20.8% | -63.1% | +83.9% | +18.0% |
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