+6.3%
AWK vs MSTU
-92.2%
+98.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -5.0% | +6.4% | +1.3% |
| 7D | +0.1% | -25.8% | +25.9% | -0.5% |
| 30D | +14.3% | -43.9% | +58.1% | +13.1% |
| 3M | +10.3% | +2.9% | +7.4% | +11.1% |
| 6M | +18.9% | -75.5% | +94.4% | +17.1% |
| YTD | +17.7% | -76.7% | +94.4% | +16.9% |
| 1Y | +16.9% | -88.9% | +105.8% | +14.6% |
| All | +6.3% | -92.2% | +98.5% | +3.6% |
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