-90.3%
MSTU vs WST
+39.7%
-130.0%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +3.3% | -8.4% | -6.8% |
| 7D | -9.3% | +1.3% | -10.6% | -9.6% |
| 30D | -38.3% | +12.9% | -51.2% | -41.7% |
| 3M | +24.0% | +16.7% | +7.4% | +15.1% |
| 6M | -72.1% | +26.8% | -98.9% | -75.3% |
| YTD | -70.2% | +50.5% | -120.7% | -76.2% |
| 1Y | -89.6% | +52.9% | -142.5% | -91.8% |
| All | -90.3% | +39.7% | -130.0% | -91.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling