-87.5%
MSTU vs WAB
+62.4%
-149.9%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.4% | -4.0% | -3.3% |
| 7D | +12.9% | +0.2% | +12.7% | +12.6% |
| 30D | +68.3% | -4.6% | +72.9% | +80.9% |
| 3M | +0.4% | +5.6% | -5.3% | -15.1% |
| 6M | -41.5% | +13.8% | -55.3% | -58.4% |
| YTD | -61.7% | +31.9% | -93.6% | -80.3% |
| 1Y | -93.7% | +48.3% | -141.9% | -97.5% |
| All | -87.5% | +62.4% | -149.9% | -98.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling