-24.0%
WDAY vs MSTU
-90.8%
+66.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -7.3% | +6.6% | -0.3% |
| 7D | -4.6% | -21.7% | +17.2% | -3.5% |
| 30D | +1.2% | -42.8% | +44.0% | +3.5% |
| 3M | +2.6% | +21.4% | -18.9% | -0.3% |
| 6M | +47.8% | -74.1% | +121.9% | +52.6% |
| YTD | -12.1% | -72.4% | +60.3% | -11.6% |
| 1Y | -17.1% | -90.1% | +72.9% | -13.1% |
| All | -24.0% | -90.8% | +66.8% | -17.1% |
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