-88.9%
MSTU vs WWD
+21.4%
-110.3%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.6% | -4.4% | -4.8% |
| 7D | -25.8% | +4.0% | -29.8% | -26.8% |
| 30D | -43.9% | +0.4% | -44.3% | -43.6% |
| 3M | +2.9% | -7.9% | +10.8% | +4.4% |
| 6M | -75.5% | -10.6% | -64.9% | -75.5% |
| YTD | -76.7% | +9.4% | -86.1% | -74.4% |
| 1Y | -88.9% | +25.7% | -114.7% | -86.1% |
| All | -88.9% | +21.4% | -110.3% | -86.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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