+12.5%
MSTU vs WWD
-8.2%
+20.7%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -2.0% | -11.0% | -10.8% |
| 7D | -23.0% | +8.2% | -31.2% | -29.7% |
| 30D | -47.7% | -0.2% | -47.5% | -44.9% |
| 3M | +12.5% | -8.4% | +20.9% | +17.3% |
| All | +12.5% | -8.2% | +20.7% | +17.3% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling