+7.5%
HWM vs MSTU
-89.7%
+97.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.9% | +0.4% | +2.2% |
| 7D | +5.0% | -27.7% | +32.7% | +6.1% |
| 30D | +1.5% | -40.3% | +41.8% | +3.1% |
| 3M | -20.3% | +26.4% | -46.7% | -22.0% |
| 6M | -18.0% | -75.7% | +57.7% | -13.3% |
| YTD | +9.5% | -71.9% | +81.4% | +8.7% |
| 1Y | +7.5% | -89.3% | +96.7% | +9.8% |
| All | +7.5% | -89.7% | +97.2% | +9.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling