-93.8%
MSTU vs BWA
+55.6%
-149.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.5% | +2.1% | +3.1% |
| 7D | -16.6% | -1.3% | -15.3% | -16.2% |
| 30D | +69.7% | -2.9% | +72.6% | +71.1% |
| 3M | -7.5% | -10.7% | +3.2% | -3.7% |
| 6M | -43.1% | +26.5% | -69.6% | -45.8% |
| YTD | -63.0% | +49.1% | -112.1% | -68.9% |
| 1Y | -93.8% | +52.1% | -145.8% | -94.2% |
| All | -93.8% | +55.6% | -149.4% | -94.2% |
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