+237.4%
MP vs WST
+84.4%
+153.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -4.0% | -2.1% | -5.2% |
| 7D | -19.0% | -5.8% | -13.2% | -17.9% |
| 30D | -30.5% | +5.3% | -35.8% | -31.1% |
| 3M | -29.6% | +11.8% | -41.4% | -31.2% |
| 6M | -50.4% | +26.7% | -77.1% | -52.9% |
| YTD | -33.2% | +43.0% | -76.2% | -38.5% |
| 1Y | -38.6% | +38.9% | -77.4% | -43.1% |
| 3Y | +105.5% | +18.2% | +87.3% | +82.5% |
| 5Y | -7.8% | -1.5% | -6.3% | -18.2% |
| All | +237.4% | +84.4% | +153.0% | +149.0% |
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