-92.4%
MSTU vs WAB
+72.5%
-164.9%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.8% | -4.2% | -3.7% |
| 7D | -25.8% | +5.1% | -30.9% | -32.0% |
| 30D | -43.9% | +4.0% | -47.9% | -46.5% |
| 3M | +2.9% | +0.1% | +2.8% | +4.8% |
| 6M | -75.5% | +12.8% | -88.3% | -81.2% |
| YTD | -76.7% | +40.1% | -116.8% | -88.9% |
| 1Y | -88.9% | +46.4% | -135.3% | -95.3% |
| All | -92.4% | +72.5% | -164.9% | -98.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 10y: compounded portfolio wealth divided by compounded WAB 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…
10y analysis · Full analysis span regression · 6 months rolling