-88.0%
MSTU vs WPM
+151.4%
-239.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.1% | +1.5% | +1.8% |
| 7D | -16.6% | -0.6% | -16.0% | -16.1% |
| 30D | +69.7% | +14.4% | +55.3% | +57.6% |
| 3M | -7.5% | +37.0% | -44.5% | -23.4% |
| 6M | -43.1% | +4.1% | -47.2% | -43.9% |
| YTD | -63.0% | +31.7% | -94.8% | -66.8% |
| 1Y | -93.8% | +44.2% | -138.0% | -94.6% |
| All | -88.0% | +151.4% | -239.3% | -92.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling