-3.5%
SHW vs MSTU
-90.6%
+87.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | +0.1% |
| 7D | -2.1% | -27.7% | +25.6% | -1.5% |
| 30D | +11.1% | -40.3% | +51.4% | +12.1% |
| 3M | -2.2% | +26.4% | -28.5% | -3.3% |
| 6M | +14.3% | -75.7% | +90.0% | +16.5% |
| YTD | +10.6% | -71.9% | +82.4% | +11.1% |
| 1Y | +4.1% | -89.3% | +93.3% | +6.7% |
| All | -3.5% | -90.6% | +87.1% | -2.6% |
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