-3.5%
SHW vs MSTU
-37.9%
+34.4%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.2% | +3.6% | +0.5% |
| 7D | -3.2% | +21.3% | -24.6% | -4.0% |
| 30D | -9.5% | +90.8% | -100.3% | -12.3% |
| 3M | +11.5% | -6.8% | +18.2% | +11.4% |
| 6M | -3.5% | -39.8% | +36.3% | -2.8% |
| All | -3.5% | -37.9% | +34.4% | -2.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling