+36.2%
WMT vs MSTZ
-99.1%
+135.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.6% | -6.7% | 0.0% |
| 7D | -2.5% | +24.8% | -27.3% | -2.2% |
| 30D | -6.4% | -59.2% | +52.8% | -7.3% |
| 3M | -12.1% | -56.9% | +44.7% | -12.5% |
| 6M | -15.0% | -57.6% | +42.6% | -15.1% |
| YTD | -4.5% | -73.6% | +69.1% | -4.7% |
| 1Y | +6.2% | -15.6% | +21.7% | +9.2% |
| All | +36.2% | -99.1% | +135.3% | +46.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling