-85.6%
MSTU vs BBWI
-28.7%
-56.9%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.8% | -6.0% | -5.0% |
| 7D | +21.3% | +1.5% | +19.8% | +20.7% |
| 30D | +90.8% | -5.2% | +96.0% | +92.8% |
| 3M | -6.8% | +11.1% | -17.9% | -18.7% |
| 6M | -39.8% | -13.4% | -26.5% | -37.3% |
| YTD | -55.7% | +0.1% | -55.8% | -58.2% |
| 1Y | -92.7% | -36.1% | -56.5% | -90.1% |
| All | -85.6% | -28.7% | -56.9% | -80.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling