-0.9%
AWK vs MSTU
-86.5%
+85.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -8.6% | +8.4% | -0.4% |
| 7D | +2.2% | +16.1% | -14.0% | +2.6% |
| 30D | +4.4% | +68.7% | -64.2% | +5.9% |
| 3M | +15.4% | -11.0% | +26.4% | +15.9% |
| 6M | +3.5% | -33.4% | +36.9% | +3.8% |
| YTD | +9.8% | -59.5% | +69.3% | +9.8% |
| 1Y | +3.0% | -93.4% | +96.3% | -0.2% |
| All | -0.9% | -86.5% | +85.6% | -2.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling