+5.4%
AWK vs MSTU
-90.1%
+95.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.1% | +4.4% | -0.8% |
| 7D | +1.2% | -9.3% | +10.5% | +1.1% |
| 30D | +15.8% | -38.3% | +54.1% | +14.9% |
| 3M | +11.0% | +24.0% | -13.0% | +12.3% |
| 6M | +21.0% | -72.1% | +93.1% | +19.4% |
| YTD | +16.7% | -70.2% | +86.9% | +16.5% |
| 1Y | +17.2% | -89.6% | +106.8% | +14.8% |
| All | +5.4% | -90.1% | +95.4% | +3.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling