-86.8%
MSTU vs BWA
+106.1%
-192.9%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -1.9% | -6.7% | -6.9% |
| 7D | +16.1% | +4.3% | +11.9% | +11.8% |
| 30D | +68.7% | -2.9% | +71.6% | +72.4% |
| 3M | -11.0% | -12.4% | +1.4% | +1.1% |
| 6M | -33.4% | +28.6% | -61.9% | -49.0% |
| YTD | -59.5% | +48.2% | -107.7% | -79.4% |
| 1Y | -93.4% | +50.9% | -144.3% | -96.8% |
| All | -86.8% | +106.1% | -192.9% | -97.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling