-0.9%
AWK vs MSTU
-87.2%
+86.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.4% | +5.4% | -0.1% |
| 7D | +0.6% | +12.9% | -12.3% | +0.9% |
| 30D | +4.3% | +68.3% | -64.1% | +5.7% |
| 3M | +12.5% | +0.4% | +12.2% | +13.3% |
| 6M | +3.3% | -41.5% | +44.8% | +3.4% |
| YTD | +9.8% | -61.7% | +71.5% | +9.7% |
| 1Y | +2.9% | -93.7% | +96.6% | -0.3% |
| All | -0.9% | -87.2% | +86.3% | -2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 MSTU 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