-86.8%
MSTU vs WPM
+153.0%
-239.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | +0.1% | -8.7% | -8.7% |
| 7D | +16.1% | +7.0% | +9.1% | +10.5% |
| 30D | +68.7% | +15.7% | +52.9% | +55.1% |
| 3M | -11.0% | +35.2% | -46.2% | -25.7% |
| 6M | -33.4% | +6.1% | -39.5% | -35.1% |
| YTD | -59.5% | +32.6% | -92.1% | -63.8% |
| 1Y | -93.4% | +46.9% | -140.3% | -94.3% |
| All | -86.8% | +153.0% | -239.8% | -91.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling