-86.8%
MSTU vs WAT
+22.2%
-109.1%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -1.6% | -7.1% | -7.9% |
| 7D | +16.1% | -0.7% | +16.9% | +16.7% |
| 30D | +68.7% | -1.0% | +69.6% | +70.5% |
| 3M | -11.0% | +10.9% | -21.9% | -15.4% |
| 6M | -33.4% | +33.2% | -66.6% | -42.1% |
| YTD | -59.5% | +6.1% | -65.6% | -61.1% |
| 1Y | -93.4% | +30.2% | -123.6% | -94.3% |
| All | -86.8% | +22.2% | -109.1% | -86.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling