-87.5%
MSTU vs WWD
+105.3%
-192.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.5% | -5.0% | -5.1% |
| 7D | +12.9% | +0.6% | +12.3% | +12.9% |
| 30D | +68.3% | -5.1% | +73.4% | +73.7% |
| 3M | +0.4% | -11.2% | +11.6% | +5.8% |
| 6M | -41.5% | -12.0% | -29.5% | -38.9% |
| YTD | -61.7% | +12.0% | -73.7% | -69.5% |
| 1Y | -93.7% | +42.8% | -136.5% | -96.6% |
| All | -87.5% | +105.3% | -192.8% | -96.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling