+20.9%
WM vs MSTZ
-99.3%
+120.2%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.9% | -4.8% | +0.1% |
| 7D | -0.5% | +4.3% | -4.7% | -0.5% |
| 30D | +13.3% | +30.2% | -16.8% | +13.0% |
| 3M | +4.4% | -66.9% | +71.3% | +4.8% |
| 6M | +10.8% | -26.3% | +37.2% | +11.1% |
| YTD | +9.1% | -80.1% | +89.2% | +9.2% |
| 1Y | +19.1% | -57.5% | +76.6% | +19.8% |
| All | +20.9% | -99.3% | +120.2% | +23.6% |
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