-87.2%
MSTU vs BBWI
+2.4%
-89.5%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +4.1% | +6.2% | +8.6% |
| 7D | -4.8% | +8.8% | -13.6% | -8.3% |
| 30D | -29.6% | +34.8% | -64.4% | -38.5% |
| 3M | +69.4% | +12.9% | +56.5% | +58.0% |
| 6M | -62.2% | +29.6% | -91.8% | -68.3% |
| YTD | -61.1% | +20.8% | -81.8% | -64.0% |
| 1Y | -87.2% | +4.1% | -91.2% | -87.7% |
| All | -87.2% | +2.4% | -89.5% | -87.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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