-27.2%
WY vs MSTZ
-99.2%
+72.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.5% | -5.9% | -0.4% |
| 7D | -1.7% | -23.6% | +21.9% | -2.0% |
| 30D | -9.9% | -60.7% | +50.9% | -10.9% |
| 3M | -7.5% | -58.3% | +50.7% | -8.1% |
| 6M | -5.1% | -60.0% | +54.9% | -5.3% |
| YTD | -2.1% | -75.2% | +73.1% | -2.2% |
| 1Y | -7.3% | -19.9% | +12.5% | -3.4% |
| All | -27.2% | -99.2% | +72.0% | -31.0% |
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