-87.5%
MSTU vs BWA
+103.0%
-190.5%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.5% | -3.9% | -4.0% |
| 7D | +12.9% | +0.1% | +12.8% | +13.1% |
| 30D | +68.3% | -5.6% | +73.9% | +77.0% |
| 3M | +0.4% | -10.7% | +11.1% | +11.2% |
| 6M | -41.5% | +23.2% | -64.7% | -53.4% |
| YTD | -61.7% | +46.0% | -107.7% | -80.2% |
| 1Y | -93.7% | +51.2% | -144.8% | -97.0% |
| All | -87.5% | +103.0% | -190.5% | -97.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling