-85.6%
MSTU vs BWA
+110.1%
-195.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.8% | -5.9% | -5.7% |
| 7D | +21.3% | +5.7% | +15.7% | +15.3% |
| 30D | +90.8% | +1.4% | +89.4% | +87.1% |
| 3M | -6.8% | -12.1% | +5.3% | +6.3% |
| 6M | -39.8% | +28.6% | -68.4% | -53.9% |
| YTD | -55.7% | +51.1% | -106.8% | -77.8% |
| 1Y | -92.7% | +55.9% | -148.5% | -96.7% |
| All | -85.6% | +110.1% | -195.7% | -96.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling