-92.7%
MSTU vs TW
-15.9%
-76.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.8% | -4.0% | -2.8% |
| 7D | +21.3% | -2.3% | +23.7% | +19.3% |
| 30D | +90.8% | +3.9% | +86.9% | +94.2% |
| 3M | -6.8% | +5.7% | -12.5% | -2.7% |
| 6M | -39.8% | -14.5% | -25.3% | -42.6% |
| YTD | -55.7% | -0.9% | -54.8% | -52.5% |
| 1Y | -92.7% | -13.5% | -79.2% | -93.8% |
| All | -92.7% | -15.9% | -76.8% | -93.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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