+158.5%
WPM vs MSTZ
-99.2%
+257.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.5% | -4.4% | +1.3% |
| 7D | +3.9% | -23.6% | +27.4% | +2.9% |
| 30D | +17.7% | -60.7% | +78.4% | +13.8% |
| 3M | +39.4% | -58.3% | +97.7% | +36.6% |
| 6M | +6.4% | -60.0% | +66.4% | +5.8% |
| YTD | +34.0% | -75.2% | +109.2% | +32.6% |
| 1Y | +50.5% | -19.9% | +70.4% | +51.4% |
| All | +158.5% | -99.2% | +257.7% | +170.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling