-88.4%
MSTU vs WAB
+62.3%
-150.6%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -0.1% | -6.7% | -6.7% |
| 7D | -22.0% | -0.2% | -21.8% | -21.8% |
| 30D | +60.3% | -5.9% | +66.2% | +76.1% |
| 3M | -3.7% | +9.4% | -13.1% | -23.6% |
| 6M | -45.2% | +13.8% | -59.0% | -61.1% |
| YTD | -64.3% | +31.8% | -96.1% | -81.6% |
| 1Y | -94.0% | +48.5% | -142.5% | -97.7% |
| All | -88.4% | +62.3% | -150.6% | -98.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling