-87.2%
MSTU vs GWW
+55.5%
-142.6%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +6.5% | +3.8% | +8.8% |
| 7D | -4.8% | +11.1% | -15.9% | -6.5% |
| 30D | -29.6% | +15.7% | -45.3% | -31.1% |
| 3M | +69.4% | +14.8% | +54.6% | +64.7% |
| 6M | -62.2% | +30.9% | -93.2% | -65.7% |
| YTD | -61.1% | +48.5% | -109.5% | -65.5% |
| 1Y | -87.2% | +57.1% | -144.3% | -88.6% |
| All | -87.2% | +55.5% | -142.6% | -88.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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