-86.8%
MSTU vs WST
+14.2%
-101.0%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -0.7% | -8.0% | -8.3% |
| 7D | +16.1% | -0.3% | +16.4% | +16.3% |
| 30D | +68.7% | -4.6% | +73.3% | +73.0% |
| 3M | -11.0% | +5.7% | -16.7% | -14.1% |
| 6M | -33.4% | +37.6% | -70.9% | -44.2% |
| YTD | -59.5% | +23.0% | -82.6% | -64.3% |
| 1Y | -93.4% | +33.8% | -127.2% | -94.4% |
| All | -86.8% | +14.2% | -101.0% | -87.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling