-94.0%
MSTU vs NWSA
+2.8%
-96.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -0.8% | -6.0% | -6.6% |
| 7D | -22.0% | -4.8% | -17.3% | -21.0% |
| 30D | +60.3% | +3.0% | +57.3% | +61.0% |
| 3M | -3.7% | +9.3% | -13.0% | -5.9% |
| 6M | -45.2% | +23.2% | -68.4% | -47.3% |
| YTD | -64.3% | +13.3% | -77.6% | -63.0% |
| All | -94.0% | +2.8% | -96.8% | -93.6% |
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