-93.8%
MSTU vs WTW
-3.2%
-90.6%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.1% | +3.5% | +3.6% |
| 7D | -16.6% | -5.7% | -10.9% | -15.4% |
| 30D | +69.7% | -7.3% | +77.0% | +72.5% |
| 3M | -7.5% | +21.5% | -28.9% | -7.5% |
| 6M | -43.1% | +9.6% | -52.7% | -42.3% |
| YTD | -63.0% | -3.3% | -59.8% | -59.8% |
| 1Y | -93.8% | -6.1% | -87.6% | -92.8% |
| All | -93.8% | -3.2% | -90.6% | -92.8% |
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