-87.5%
MSTU vs WAT
+22.8%
-110.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.5% | -5.9% | -5.7% |
| 7D | +12.9% | -1.8% | +14.7% | +14.0% |
| 30D | +68.3% | -1.7% | +70.0% | +70.8% |
| 3M | +0.4% | +9.1% | -8.7% | -3.6% |
| 6M | -41.5% | +32.4% | -73.9% | -49.1% |
| YTD | -61.7% | +6.6% | -68.3% | -63.3% |
| 1Y | -93.7% | +34.7% | -128.4% | -94.6% |
| All | -87.5% | +22.8% | -110.3% | -87.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling