-88.9%
MSTU vs BBWI
+0.1%
-89.1%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +1.5% | -6.5% | -5.6% |
| 7D | -25.8% | +0.1% | -25.9% | -25.8% |
| 30D | -43.9% | +12.9% | -56.7% | -46.4% |
| 3M | +2.9% | +16.0% | -13.1% | -5.1% |
| 6M | -75.5% | +16.6% | -92.1% | -78.1% |
| YTD | -76.7% | +9.7% | -86.5% | -77.2% |
| 1Y | -88.9% | +1.5% | -90.4% | -89.1% |
| All | -88.9% | +0.1% | -89.1% | -89.1% |
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