-87.2%
MSTU vs TW
+20.8%
-107.9%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +1.0% | +9.3% | +10.6% |
| 7D | -4.8% | +6.0% | -10.8% | -3.4% |
| 30D | -29.6% | +18.6% | -48.1% | -26.8% |
| 3M | +69.4% | +26.5% | +42.8% | +78.9% |
| 6M | -62.2% | +13.1% | -75.4% | -62.0% |
| YTD | -61.1% | +18.5% | -79.6% | -56.5% |
| 1Y | -87.2% | +21.7% | -108.9% | -86.0% |
| All | -87.2% | +20.8% | -107.9% | -86.0% |
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