+445.3%
MP vs WST
+59.7%
+385.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +1.6% |
| 7D | -2.9% | +0.7% | -3.6% | -3.0% |
| 30D | +13.8% | -3.1% | +17.0% | +14.5% |
| 3M | -16.7% | +7.2% | -23.9% | -18.0% |
| 6M | -11.5% | +36.8% | -48.3% | -17.6% |
| YTD | +7.9% | +23.8% | -15.9% | +2.4% |
| 1Y | -15.0% | +37.8% | -52.8% | -22.1% |
| 3Y | +153.5% | -15.9% | +169.4% | +151.3% |
| 5Y | +58.7% | -25.8% | +84.5% | +45.2% |
| All | +445.3% | +59.7% | +385.6% | +314.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 all: compounded portfolio wealth divided by compounded WST 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…
all analysis · Full analysis span regression · 6 months rolling