-87.5%
MSTU vs TW
-12.8%
-74.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.1% | -5.4% | -5.4% |
| 7D | +12.9% | -0.5% | +13.4% | +13.3% |
| 30D | +68.3% | -0.6% | +69.0% | +68.8% |
| 3M | +0.4% | +3.4% | -3.0% | -0.7% |
| 6M | -41.5% | -18.4% | -23.1% | -36.1% |
| YTD | -61.7% | -3.9% | -57.8% | -63.0% |
| 1Y | -93.7% | -13.3% | -80.3% | -93.2% |
| All | -87.5% | -12.8% | -74.7% | -89.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling