-92.7%
MSTU vs WSM
+19.9%
-112.5%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.1% | -5.3% | -4.8% |
| 7D | +21.3% | -3.3% | +24.6% | +24.4% |
| 30D | +90.8% | -8.4% | +99.2% | +104.3% |
| 3M | -6.8% | +9.7% | -16.4% | -16.2% |
| 6M | -39.8% | +16.7% | -56.5% | -49.8% |
| YTD | -55.7% | +28.7% | -84.4% | -63.3% |
| 1Y | -92.7% | +13.7% | -106.3% | -93.8% |
| All | -92.7% | +19.9% | -112.5% | -93.8% |
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