-94.0%
MSTU vs TW
-13.3%
-80.6%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -0.5% | -6.3% | -7.0% |
| 7D | -22.0% | -2.7% | -19.3% | -23.0% |
| 30D | +60.3% | -1.7% | +62.0% | +58.5% |
| 3M | -3.7% | +1.6% | -5.3% | -2.0% |
| 6M | -45.2% | -17.7% | -27.5% | -48.4% |
| YTD | -64.3% | -4.3% | -60.0% | -62.4% |
| All | -94.0% | -13.3% | -80.6% | -94.5% |
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