-92.7%
MSTU vs WAT
+41.4%
-134.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.1% | -2.6% |
| 7D | +21.3% | -1.3% | +22.6% | +22.4% |
| 30D | +90.8% | +2.3% | +88.5% | +90.0% |
| 3M | -6.8% | +8.7% | -15.5% | -10.0% |
| 6M | -39.8% | +28.3% | -68.1% | -47.5% |
| YTD | -55.7% | +7.8% | -63.5% | -58.5% |
| 1Y | -92.7% | +36.6% | -129.3% | -94.7% |
| All | -92.7% | +41.4% | -134.1% | -94.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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