-88.0%
MSTU vs NWSA
+13.2%
-101.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.2% | +3.4% | +3.3% |
| 7D | -16.6% | -2.8% | -13.8% | -13.5% |
| 30D | +69.7% | +3.0% | +66.7% | +65.8% |
| 3M | -7.5% | +12.3% | -19.8% | -20.3% |
| 6M | -43.1% | +21.9% | -65.0% | -57.0% |
| YTD | -63.0% | +13.6% | -76.6% | -68.6% |
| 1Y | -93.8% | +0.5% | -94.3% | -93.3% |
| All | -88.0% | +13.2% | -101.2% | -91.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling