-93.8%
MSTU vs GWW
+29.1%
-122.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.7% | +2.9% | +3.5% |
| 7D | -16.6% | -3.4% | -13.2% | -16.5% |
| 30D | +69.7% | -1.9% | +71.6% | +69.4% |
| 3M | -7.5% | -2.4% | -5.1% | -8.7% |
| 6M | -43.1% | +15.7% | -58.8% | -50.0% |
| YTD | -63.0% | +27.6% | -90.6% | -68.9% |
| 1Y | -93.8% | +27.2% | -121.0% | -94.5% |
| All | -93.8% | +29.1% | -122.8% | -94.5% |
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