-93.7%
MSTU vs WST
+33.7%
-127.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.2% | -5.2% | -5.3% |
| 7D | +12.9% | -1.7% | +14.6% | +14.4% |
| 30D | +68.3% | -4.3% | +72.7% | +74.2% |
| 3M | +0.4% | +0.7% | -0.4% | -0.8% |
| 6M | -41.5% | +36.0% | -77.5% | -57.0% |
| YTD | -61.7% | +22.7% | -84.5% | -71.7% |
| 1Y | -93.7% | +34.1% | -127.8% | -95.7% |
| All | -93.7% | +33.7% | -127.4% | -95.7% |
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