+117.4%
WPM vs MSTZ
-99.2%
+216.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +12.8% | -15.6% | -2.1% |
| 7D | -0.5% | +25.6% | -26.1% | +0.9% |
| 30D | -3.1% | +50.6% | -53.7% | -0.2% |
| 3M | -2.2% | -64.5% | +62.4% | -4.3% |
| 6M | -7.4% | -14.0% | +6.6% | -5.3% |
| YTD | +12.6% | -76.4% | +89.0% | +12.9% |
| 1Y | +22.8% | -56.2% | +79.1% | +24.2% |
| All | +117.4% | -99.2% | +216.6% | +130.6% |
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 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