-87.2%
MSTU vs BWA
+17.4%
-104.5%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -2.5% | +12.9% | +11.3% |
| 7D | -4.8% | -9.9% | +5.0% | -0.9% |
| 30D | -29.6% | -16.4% | -13.2% | -24.4% |
| 3M | +69.4% | -19.8% | +89.2% | +83.4% |
| 6M | -62.2% | -10.0% | -52.3% | -59.7% |
| YTD | -61.1% | +12.7% | -73.8% | -65.1% |
| 1Y | -87.2% | +15.7% | -102.8% | -88.5% |
| All | -87.2% | +17.4% | -104.5% | -88.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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