-87.2%
MSTU vs WETO
-99.3%
+12.1%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +11.4% | -1.1% | +10.3% |
| 7D | -4.8% | +3.6% | -8.4% | -4.8% |
| 30D | -29.6% | -17.2% | -12.3% | -29.6% |
| 3M | +69.4% | -83.7% | +153.1% | +70.1% |
| 6M | -62.2% | -98.3% | +36.0% | -59.6% |
| YTD | -61.1% | -99.0% | +37.9% | -51.0% |
| 1Y | -87.2% | -99.4% | +12.2% | -83.8% |
| All | -87.2% | -99.3% | +12.1% | -83.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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