-87.5%
MSTU vs WU
-30.0%
-57.5%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.9% | -4.6% | -5.0% |
| 7D | +12.9% | -4.9% | +17.8% | +16.2% |
| 30D | +68.3% | -1.3% | +69.6% | +68.9% |
| 3M | +0.4% | -3.6% | +3.9% | -0.6% |
| 6M | -41.5% | -24.3% | -17.2% | -31.3% |
| YTD | -61.7% | -21.1% | -40.6% | -56.6% |
| 1Y | -93.7% | -10.3% | -83.3% | -93.5% |
| All | -87.5% | -30.0% | -57.5% | -84.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling