-88.4%
MSTU vs WTW
+10.3%
-98.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +0.5% | -7.3% | -7.0% |
| 7D | -22.0% | -7.8% | -14.2% | -19.6% |
| 30D | +60.3% | -7.9% | +68.2% | +65.2% |
| 3M | -3.7% | +19.9% | -23.7% | -7.9% |
| 6M | -45.2% | +9.8% | -55.0% | -46.2% |
| YTD | -64.3% | -3.3% | -61.0% | -62.3% |
| 1Y | -94.0% | -3.3% | -90.7% | -93.7% |
| All | -88.4% | +10.3% | -98.7% | -86.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling