+1.9%
SW vs MSTU
-85.2%
+87.1%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.2% | +4.4% | +1.4% |
| 7D | -5.1% | +21.3% | -26.4% | -6.4% |
| 30D | -4.6% | +90.8% | -95.4% | -8.7% |
| 3M | +9.4% | -6.8% | +16.2% | +7.8% |
| 6M | +3.5% | -39.8% | +43.3% | +3.3% |
| YTD | +22.0% | -55.7% | +77.7% | +21.6% |
| 1Y | +2.2% | -92.7% | +94.9% | +13.3% |
| All | +1.9% | -85.2% | +87.1% | -1.6% |
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