-86.8%
MSTU vs NWSA
+14.3%
-101.1%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -1.9% | -6.8% | -6.4% |
| 7D | +16.1% | -2.6% | +18.8% | +20.4% |
| 30D | +68.7% | +4.6% | +64.1% | +61.8% |
| 3M | -11.0% | +10.2% | -21.2% | -21.8% |
| 6M | -33.4% | +21.6% | -55.0% | -49.5% |
| YTD | -59.5% | +14.6% | -74.2% | -66.0% |
| 1Y | -93.4% | +0.4% | -93.7% | -92.7% |
| All | -86.8% | +14.3% | -101.1% | -91.2% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling