-88.4%
MSTU vs GWW
+27.2%
-115.5%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -0.6% | -6.2% | -6.1% |
| 7D | -22.0% | -3.1% | -18.9% | -18.9% |
| 30D | +60.3% | -2.3% | +62.6% | +65.2% |
| 3M | -3.7% | -3.3% | -0.4% | -4.2% |
| 6M | -45.2% | +15.4% | -60.6% | -60.3% |
| YTD | -64.3% | +26.7% | -91.1% | -79.0% |
| 1Y | -94.0% | +29.0% | -123.0% | -96.6% |
| All | -88.4% | +27.2% | -115.5% | -94.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling