-92.7%
MSTU vs WETO
-98.9%
+6.2%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -20.8% | +17.6% | -3.3% |
| 7D | +21.3% | -55.4% | +76.8% | +21.1% |
| 30D | +90.8% | -48.5% | +139.3% | +92.0% |
| 3M | -6.8% | -97.5% | +90.7% | +12.6% |
| 6M | -39.8% | -94.2% | +54.4% | -42.2% |
| YTD | -55.7% | -97.0% | +41.3% | -46.8% |
| 1Y | -92.7% | -98.9% | +6.2% | -86.6% |
| All | -92.7% | -98.9% | +6.2% | -86.6% |
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