-88.0%
MSTU vs WU
-30.1%
-57.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.6% | +3.0% | +3.2% |
| 7D | -16.6% | -3.5% | -13.1% | -14.8% |
| 30D | +69.7% | -2.9% | +72.6% | +72.1% |
| 3M | -7.5% | -2.3% | -5.2% | -9.2% |
| 6M | -43.1% | -25.4% | -17.7% | -32.7% |
| YTD | -63.0% | -21.2% | -41.8% | -58.1% |
| 1Y | -93.8% | -8.9% | -84.9% | -93.7% |
| All | -88.0% | -30.1% | -57.8% | -85.4% |
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