+6.2%
AWK vs MSTU
-90.8%
+97.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -7.3% | +8.0% | +0.6% |
| 7D | +2.7% | -21.7% | +24.4% | +2.2% |
| 30D | +16.7% | -42.8% | +59.4% | +15.6% |
| 3M | +11.7% | +21.4% | -9.7% | +12.9% |
| 6M | +21.9% | -74.1% | +96.0% | +20.2% |
| YTD | +17.6% | -72.4% | +90.0% | +17.2% |
| 1Y | +19.8% | -90.1% | +109.9% | +17.3% |
| All | +6.2% | -90.8% | +97.0% | +3.8% |
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