-88.4%
MSTU vs TW
-13.2%
-75.1%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -0.5% | -6.3% | -6.7% |
| 7D | -22.0% | -2.7% | -19.3% | -21.4% |
| 30D | +60.3% | -1.7% | +62.0% | +61.2% |
| 3M | -3.7% | +1.6% | -5.3% | -4.1% |
| 6M | -45.2% | -17.7% | -27.5% | -40.6% |
| YTD | -64.3% | -4.3% | -60.0% | -65.5% |
| 1Y | -94.0% | -13.1% | -80.9% | -93.7% |
| All | -88.4% | -13.2% | -75.1% | -90.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling