-87.2%
MSTU vs WSM
+44.0%
-131.1%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +6.5% | +3.9% | +3.6% |
| 7D | -4.8% | +8.0% | -12.8% | -12.1% |
| 30D | -29.6% | +13.5% | -43.0% | -38.4% |
| 3M | +69.4% | +8.8% | +60.5% | +54.1% |
| 6M | -62.2% | +54.7% | -117.0% | -78.1% |
| YTD | -61.1% | +53.3% | -114.3% | -74.4% |
| 1Y | -87.2% | +41.1% | -128.3% | -90.6% |
| All | -87.2% | +44.0% | -131.1% | -90.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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