-25.0%
WDAY vs MSTU
-86.5%
+61.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -8.6% | +3.8% | -4.4% |
| 7D | -6.1% | +16.1% | -22.2% | -7.0% |
| 30D | +3.7% | +68.7% | -65.0% | +0.2% |
| 3M | +29.6% | -11.0% | +40.6% | +28.0% |
| 6M | +23.3% | -33.4% | +56.7% | +22.0% |
| YTD | -13.3% | -59.5% | +46.2% | -13.6% |
| 1Y | -19.6% | -93.4% | +73.7% | -13.8% |
| All | -25.0% | -86.5% | +61.4% | -19.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling