-92.7%
MSTU vs WY
-5.4%
-87.3%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.1% | -3.1% | -3.2% |
| 7D | +21.3% | -2.6% | +24.0% | +21.1% |
| 30D | +90.8% | -10.9% | +101.7% | +86.8% |
| 3M | -6.8% | -6.0% | -0.8% | -7.8% |
| 6M | -39.8% | -5.6% | -34.2% | -41.0% |
| YTD | -55.7% | -1.1% | -54.5% | -57.9% |
| 1Y | -92.7% | -7.5% | -85.2% | -91.5% |
| All | -92.7% | -5.4% | -87.3% | -91.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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