+22.8%
WM vs MSTZ
-99.3%
+122.0%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.2% | +3.4% | +1.2% |
| 7D | +0.8% | +31.0% | -30.3% | +0.5% |
| 30D | +13.8% | +34.0% | -20.1% | +13.4% |
| 3M | +6.4% | -67.7% | +74.1% | +6.8% |
| 6M | +13.2% | -14.9% | +28.1% | +13.4% |
| YTD | +10.8% | -79.1% | +89.8% | +10.9% |
| 1Y | +20.2% | -58.9% | +79.1% | +20.8% |
| All | +22.8% | -99.3% | +122.0% | +25.4% |
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