-85.6%
MSTU vs WAT
+24.2%
-109.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.1% | -2.7% |
| 7D | +21.3% | -1.3% | +22.6% | +22.3% |
| 30D | +90.8% | +2.3% | +88.5% | +90.0% |
| 3M | -6.8% | +8.7% | -15.5% | -10.4% |
| 6M | -39.8% | +28.3% | -68.1% | -46.8% |
| YTD | -55.7% | +7.8% | -63.5% | -57.8% |
| 1Y | -92.7% | +36.6% | -129.3% | -93.8% |
| All | -85.6% | +24.2% | -109.8% | -85.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling