-75.7%
MSTU vs WAT
+31.7%
-107.5%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +2.6% |
| 7D | -27.7% | +0.7% | -28.4% | -27.9% |
| 30D | -40.3% | +9.0% | -49.3% | -41.6% |
| 3M | +26.4% | +13.5% | +12.9% | +20.0% |
| 6M | -75.7% | +35.3% | -111.0% | -77.1% |
| All | -75.7% | +31.7% | -107.5% | -77.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling