-88.4%
MSTU vs BWA
+104.3%
-192.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +0.7% | -7.5% | -7.4% |
| 7D | -22.0% | -0.1% | -22.0% | -22.0% |
| 30D | +60.3% | -5.5% | +65.8% | +68.4% |
| 3M | -3.7% | -7.6% | +3.9% | +3.0% |
| 6M | -45.2% | +25.0% | -70.2% | -57.0% |
| YTD | -64.3% | +47.0% | -111.3% | -81.7% |
| 1Y | -94.0% | +54.0% | -148.0% | -97.3% |
| All | -88.4% | +104.3% | -192.7% | -97.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling