-88.9%
MSTU vs WAT
+20.2%
-109.1%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.4% | -4.6% | -4.8% |
| 7D | -25.8% | +0.6% | -26.4% | -26.1% |
| 30D | -43.9% | +5.4% | -49.3% | -44.4% |
| 3M | +2.9% | +11.3% | -8.4% | -0.8% |
| 6M | -75.5% | +37.4% | -112.9% | -78.3% |
| YTD | -76.7% | +21.2% | -97.9% | -79.8% |
| 1Y | -88.9% | +21.3% | -110.3% | -90.4% |
| All | -88.9% | +20.2% | -109.1% | -90.4% |
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