-93.8%
MSTU vs BBWI
-31.4%
-62.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +6.4% | -2.8% | +0.5% |
| 7D | -16.6% | -4.8% | -11.8% | -14.5% |
| 30D | +69.7% | +3.5% | +66.2% | +62.9% |
| 3M | -7.5% | -0.3% | -7.2% | -12.1% |
| 6M | -43.1% | -5.4% | -37.7% | -44.4% |
| YTD | -63.0% | -4.7% | -58.3% | -62.4% |
| 1Y | -93.8% | -30.5% | -63.3% | -91.1% |
| All | -93.8% | -31.4% | -62.4% | -91.1% |
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