-92.7%
MSTU vs GWW
+31.2%
-123.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.9% | -4.0% | -3.1% |
| 7D | +21.3% | +1.4% | +19.9% | +21.1% |
| 30D | +90.8% | +3.3% | +87.5% | +90.8% |
| 3M | -6.8% | +2.9% | -9.7% | -8.6% |
| 6M | -39.8% | +15.8% | -55.6% | -45.2% |
| YTD | -55.7% | +32.0% | -87.7% | -61.2% |
| 1Y | -92.7% | +29.9% | -122.6% | -93.5% |
| All | -92.7% | +31.2% | -123.8% | -93.5% |
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