-87.2%
MSTU vs WU
-18.0%
-69.2%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +5.4% | +4.9% | +8.3% |
| 7D | -4.8% | +8.2% | -13.1% | -7.4% |
| 30D | -29.6% | +8.0% | -37.6% | -31.5% |
| 3M | +69.4% | -6.6% | +76.0% | +72.9% |
| 6M | -62.2% | -23.3% | -39.0% | -58.0% |
| YTD | -61.1% | -22.4% | -38.7% | -56.6% |
| 1Y | -87.2% | -18.0% | -69.2% | -85.7% |
| All | -87.2% | -18.0% | -69.2% | -85.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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