-86.8%
MSTU vs WY
-27.3%
-59.5%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -1.4% | -7.2% | -7.8% |
| 7D | +16.1% | -2.1% | +18.2% | +17.6% |
| 30D | +68.7% | -10.5% | +79.1% | +80.1% |
| 3M | -11.0% | -4.9% | -6.1% | -10.7% |
| 6M | -33.4% | -4.9% | -28.5% | -33.2% |
| YTD | -59.5% | -1.7% | -57.8% | -62.1% |
| 1Y | -93.4% | -9.4% | -84.0% | -93.1% |
| All | -86.8% | -27.3% | -59.5% | -81.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling