-88.0%
MSTU vs WSM
+59.1%
-147.1%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.1% | +2.5% | +2.4% |
| 7D | -16.6% | -0.5% | -16.1% | -16.0% |
| 30D | +69.7% | -7.7% | +77.4% | +84.9% |
| 3M | -7.5% | +3.8% | -11.2% | -13.3% |
| 6M | -43.1% | +22.7% | -65.8% | -57.4% |
| YTD | -63.0% | +28.0% | -91.0% | -73.0% |
| 1Y | -93.8% | +12.7% | -106.5% | -94.8% |
| All | -88.0% | +59.1% | -147.1% | -91.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling