+259.1%
MP vs WST
+92.1%
+167.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +0.4% | -5.5% | -5.2% |
| 7D | -12.5% | +1.3% | -13.8% | -12.8% |
| 30D | -23.3% | +8.5% | -31.8% | -24.6% |
| 3M | -24.4% | +17.2% | -41.6% | -26.8% |
| 6M | -45.8% | +36.3% | -82.0% | -49.2% |
| YTD | -28.9% | +48.9% | -77.8% | -35.1% |
| 1Y | -34.6% | +42.9% | -77.5% | -39.8% |
| 3Y | +118.7% | +23.1% | +95.6% | +92.5% |
| 5Y | -3.1% | -4.4% | +1.3% | -14.7% |
| All | +259.1% | +92.1% | +167.0% | +162.7% |
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