-88.4%
MSTU vs NWSA
+13.0%
-101.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -0.8% | -6.0% | -5.9% |
| 7D | -22.0% | -4.8% | -17.3% | -17.2% |
| 30D | +60.3% | +3.0% | +57.3% | +56.7% |
| 3M | -3.7% | +9.3% | -13.0% | -14.4% |
| 6M | -45.2% | +23.2% | -68.4% | -59.2% |
| YTD | -64.3% | +13.3% | -77.6% | -69.6% |
| 1Y | -94.0% | +2.9% | -96.9% | -94.0% |
| All | -88.4% | +13.0% | -101.4% | -92.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling