-93.8%
MSTU vs WWD
+41.6%
-135.3%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.4% | +2.2% | +3.2% |
| 7D | -16.6% | -2.6% | -14.0% | -15.9% |
| 30D | +69.7% | -6.9% | +76.6% | +72.2% |
| 3M | -7.5% | -13.0% | +5.6% | -5.7% |
| 6M | -43.1% | -12.5% | -30.7% | -43.0% |
| YTD | -63.0% | +11.8% | -74.9% | -63.7% |
| 1Y | -93.8% | +41.1% | -134.8% | -94.3% |
| All | -93.8% | +41.6% | -135.3% | -94.3% |
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