-87.2%
MSTU vs NWSA
+18.2%
-105.4%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +3.7% | +6.6% | +9.2% |
| 7D | -4.8% | +4.3% | -9.1% | -5.9% |
| 30D | -29.6% | +5.6% | -35.1% | -30.6% |
| 3M | +69.4% | +7.3% | +62.1% | +68.1% |
| 6M | -62.2% | +18.8% | -81.1% | -63.5% |
| YTD | -61.1% | +17.9% | -79.0% | -58.4% |
| 1Y | -87.2% | +19.3% | -106.5% | -86.4% |
| All | -87.2% | +18.2% | -105.4% | -86.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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