-87.2%
MSTU vs WST
+47.3%
-134.5%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +0.4% | +9.9% | +10.0% |
| 7D | -4.8% | +1.3% | -6.1% | -5.8% |
| 30D | -29.6% | +8.5% | -38.1% | -33.6% |
| 3M | +69.4% | +17.2% | +52.2% | +49.7% |
| 6M | -62.2% | +36.3% | -98.5% | -71.2% |
| YTD | -61.1% | +48.9% | -110.0% | -78.3% |
| 1Y | -87.2% | +42.9% | -130.1% | -92.6% |
| All | -87.2% | +47.3% | -134.5% | -92.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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