-4.7%
SHW vs MSTU
-91.8%
+87.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -12.9% | +11.7% | -0.9% |
| 7D | +0.7% | -23.0% | +23.7% | +1.2% |
| 30D | +8.4% | -47.7% | +56.1% | +9.7% |
| 3M | -2.2% | +12.5% | -14.7% | -3.2% |
| 6M | +13.3% | -76.1% | +89.4% | +15.5% |
| YTD | +9.2% | -75.5% | +84.7% | +10.1% |
| 1Y | +2.9% | -90.1% | +93.0% | +5.7% |
| All | -4.7% | -91.8% | +87.1% | -3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 10y: compounded portfolio wealth divided by compounded MSTU 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…
10y analysis · Full analysis span regression · 6 months rolling