+885.0%
WDC vs MSTU
-86.5%
+971.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -8.6% | +10.8% | +2.8% |
| 7D | +6.0% | +16.1% | -10.1% | +4.1% |
| 30D | +9.9% | +68.7% | -58.7% | +3.2% |
| 3M | -9.4% | -11.0% | +1.6% | -11.3% |
| 6M | +94.7% | -33.4% | +128.1% | +92.6% |
| YTD | +177.4% | -59.5% | +236.9% | +175.8% |
| 1Y | +412.6% | -93.4% | +505.9% | +477.1% |
| All | +885.0% | -86.5% | +971.5% | +857.8% |
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