-86.8%
MSTU vs GWW
+28.9%
-115.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -2.7% | -6.0% | -5.6% |
| 7D | +16.1% | -1.5% | +17.7% | +19.0% |
| 30D | +68.7% | +1.1% | +67.5% | +66.7% |
| 3M | -11.0% | -1.0% | -10.0% | -14.7% |
| 6M | -33.4% | +16.3% | -49.7% | -52.1% |
| YTD | -59.5% | +28.5% | -88.0% | -76.6% |
| 1Y | -93.4% | +30.3% | -123.6% | -96.3% |
| All | -86.8% | +28.9% | -115.7% | -93.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling