-86.8%
MSTU vs WAB
+64.7%
-151.5%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | +0.6% | -9.2% | -9.5% |
| 7D | +16.1% | +1.7% | +14.5% | +13.3% |
| 30D | +68.7% | -2.4% | +71.1% | +75.0% |
| 3M | -11.0% | +9.7% | -20.7% | -30.3% |
| 6M | -33.4% | +16.5% | -49.9% | -54.5% |
| YTD | -59.5% | +33.7% | -93.2% | -79.6% |
| 1Y | -93.4% | +49.7% | -143.0% | -97.5% |
| All | -86.8% | +64.7% | -151.5% | -97.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling