-88.4%
MSTU vs WSM
+57.4%
-145.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -1.7% | -5.1% | -5.0% |
| 7D | -22.0% | +0.4% | -22.5% | -22.4% |
| 30D | +60.3% | -10.7% | +71.0% | +81.1% |
| 3M | -3.7% | +8.5% | -12.2% | -14.3% |
| 6M | -45.2% | +19.6% | -64.8% | -57.7% |
| YTD | -64.3% | +26.6% | -90.9% | -73.7% |
| 1Y | -94.0% | +12.0% | -106.0% | -94.9% |
| All | -88.4% | +57.4% | -145.7% | -92.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling