-87.2%
MSTU vs WPM
+38.8%
-126.0%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +12.0% | -1.7% | -3.2% |
| 7D | -4.8% | +3.9% | -8.7% | -8.5% |
| 30D | -29.6% | -3.5% | -26.1% | -25.8% |
| 3M | +69.4% | +14.1% | +55.3% | +54.6% |
| 6M | -62.2% | +6.2% | -68.5% | -61.9% |
| YTD | -61.1% | +12.4% | -73.5% | -64.9% |
| 1Y | -87.2% | +40.0% | -127.1% | -91.5% |
| All | -87.2% | +38.8% | -126.0% | -91.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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