-92.4%
MSTU vs WU
-29.6%
-62.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +1.4% | -6.4% | -5.6% |
| 7D | -25.8% | -2.0% | -23.8% | -25.1% |
| 30D | -43.9% | +11.4% | -55.3% | -47.3% |
| 3M | +2.9% | -6.8% | +9.7% | +5.6% |
| 6M | -75.5% | -14.6% | -60.9% | -73.9% |
| YTD | -76.7% | -20.6% | -56.1% | -74.0% |
| 1Y | -88.9% | -15.4% | -73.6% | -88.1% |
| All | -92.4% | -29.6% | -62.8% | -90.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling