+173.8%
WBD vs MSTU
-12.4%
+186.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.8% | +6.1% | +0.8% |
| 7D | +2.0% | -13.5% | +15.5% | +3.1% |
| 30D | +34.8% | -46.4% | +81.2% | +41.2% |
| 3M | +113.8% | -72.2% | +186.1% | +135.4% |
| 6M | +154.1% | -77.7% | +231.9% | +182.3% |
| YTD | +118.1% | -71.3% | +189.4% | +125.4% |
| 1Y | +147.1% | -84.2% | +231.3% | +155.6% |
| All | +173.8% | -12.4% | +186.1% | +160.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling