-93.8%
MSTU vs WAB
+49.7%
-143.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.1% | +2.5% | +2.9% |
| 7D | -16.6% | +0.1% | -16.7% | -16.6% |
| 30D | +69.7% | -4.1% | +73.8% | +74.2% |
| 3M | -7.5% | +8.2% | -15.7% | -16.0% |
| 6M | -43.1% | +15.4% | -58.5% | -53.0% |
| YTD | -63.0% | +33.1% | -96.2% | -73.7% |
| 1Y | -93.8% | +48.1% | -141.8% | -96.0% |
| All | -93.8% | +49.7% | -143.4% | -96.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling