+134.5%
HWM vs MSTU
-92.2%
+226.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.0% | +4.0% | -0.8% |
| 7D | +7.3% | -25.8% | +33.1% | +8.9% |
| 30D | +1.6% | -43.9% | +45.4% | +4.2% |
| 3M | -21.9% | +2.9% | -24.8% | -23.7% |
| 6M | -19.0% | -75.5% | +56.5% | -14.9% |
| YTD | +7.9% | -76.7% | +84.7% | +10.0% |
| 1Y | +9.9% | -88.9% | +98.9% | +17.0% |
| All | +134.5% | -92.2% | +226.8% | +140.0% |
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