-92.7%
MSTU vs WTW
+3.0%
-95.7%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.1% | -1.0% | -2.7% |
| 7D | +21.3% | -2.6% | +24.0% | +21.9% |
| 30D | +90.8% | -1.0% | +91.8% | +91.0% |
| 3M | -6.8% | +29.9% | -36.7% | -8.2% |
| 6M | -39.8% | +10.7% | -50.5% | -38.8% |
| YTD | -55.7% | +2.6% | -58.3% | -52.7% |
| 1Y | -92.7% | +2.8% | -95.4% | -91.7% |
| All | -92.7% | +3.0% | -95.7% | -91.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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