-92.7%
MSTU vs WST
+37.6%
-130.2%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.8% | -2.4% | -2.6% |
| 7D | +21.3% | +0.7% | +20.6% | +20.8% |
| 30D | +90.8% | -3.1% | +94.0% | +95.8% |
| 3M | -6.8% | +7.2% | -14.0% | -12.9% |
| 6M | -39.8% | +36.8% | -76.6% | -55.9% |
| YTD | -55.7% | +23.8% | -79.5% | -67.5% |
| 1Y | -92.7% | +37.8% | -130.4% | -95.1% |
| All | -92.7% | +37.6% | -130.2% | -95.1% |
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