-88.4%
MSTU vs WY
-29.6%
-58.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -2.7% | -4.1% | -5.2% |
| 7D | -22.0% | -3.7% | -18.3% | -20.1% |
| 30D | +60.3% | -11.3% | +71.6% | +72.4% |
| 3M | -3.7% | -8.1% | +4.4% | -0.8% |
| 6M | -45.2% | -7.4% | -37.7% | -44.2% |
| YTD | -64.3% | -4.7% | -59.6% | -65.9% |
| 1Y | -94.0% | -9.2% | -84.8% | -93.9% |
| All | -88.4% | -29.6% | -58.8% | -82.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling