+113.2%
WDC vs MSTU
-88.0%
+201.2%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +10.3% | -17.1% | -7.8% |
| 7D | -18.3% | -4.8% | -13.5% | -18.0% |
| 30D | -26.7% | -29.6% | +2.9% | -24.7% |
| 3M | -40.9% | +69.4% | -110.3% | -45.8% |
| 6M | -26.8% | -62.2% | +35.5% | -23.5% |
| YTD | +88.2% | -61.1% | +149.2% | +77.1% |
| 1Y | +113.2% | -87.2% | +200.4% | +116.3% |
| All | +113.2% | -88.0% | +201.2% | +116.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling