-23.4%
WDAY vs MSTU
-90.1%
+66.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.1% | +3.7% | -1.1% |
| 7D | -4.0% | -9.3% | +5.3% | -3.7% |
| 30D | +1.9% | -38.3% | +40.2% | +3.9% |
| 3M | +5.9% | +24.0% | -18.2% | +2.8% |
| 6M | +48.8% | -72.1% | +120.9% | +53.1% |
| YTD | -11.4% | -70.2% | +58.8% | -11.3% |
| 1Y | -15.5% | -89.6% | +74.1% | -11.6% |
| All | -23.4% | -90.1% | +66.6% | -16.8% |
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