-87.5%
MSTU vs WSM
+60.0%
-147.6%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.1% | -5.3% | -5.3% |
| 7D | +12.9% | +2.6% | +10.3% | +9.7% |
| 30D | +68.3% | -9.3% | +77.6% | +86.8% |
| 3M | +0.4% | +7.1% | -6.7% | -9.3% |
| 6M | -41.5% | +21.7% | -63.2% | -55.8% |
| YTD | -61.7% | +28.7% | -90.4% | -72.3% |
| 1Y | -93.7% | +13.9% | -107.5% | -94.7% |
| All | -87.5% | +60.0% | -147.6% | -91.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling