+38.1%
WMT vs MSTZ
-99.1%
+137.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.8% | +5.1% | +1.3% |
| 7D | 0.0% | +17.0% | -17.0% | +0.2% |
| 30D | -7.4% | -61.8% | +54.4% | -8.4% |
| 3M | -10.9% | -54.6% | +43.7% | -11.2% |
| 6M | -12.7% | -59.3% | +46.6% | -12.8% |
| YTD | -3.2% | -74.6% | +71.4% | -3.5% |
| 1Y | +5.3% | -18.8% | +24.1% | +8.2% |
| All | +38.1% | -99.1% | +137.2% | +48.7% |
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