-1.3%
SW vs MSTU
-90.8%
+89.4%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -7.3% | +7.7% | +0.8% |
| 7D | +2.2% | -21.7% | +23.9% | +3.3% |
| 30D | +7.4% | -42.8% | +50.2% | +9.9% |
| 3M | -5.9% | +21.4% | -27.4% | -8.9% |
| 6M | +9.0% | -74.1% | +83.1% | +13.7% |
| YTD | +18.1% | -72.4% | +90.5% | +19.3% |
| 1Y | +28.7% | -90.1% | +118.8% | +38.2% |
| All | -1.3% | -90.8% | +89.4% | -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