+496.8%
WDC vs MSTU
-90.8%
+587.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -7.3% | +7.1% | +0.5% |
| 7D | -16.7% | -21.7% | +5.0% | -14.8% |
| 30D | -27.2% | -42.8% | +15.6% | -23.7% |
| 3M | -34.0% | +21.4% | -55.4% | -36.8% |
| 6M | -39.7% | -74.1% | +34.4% | -35.5% |
| YTD | +68.1% | -72.4% | +140.4% | +71.3% |
| 1Y | +66.3% | -90.1% | +156.4% | +82.2% |
| All | +496.8% | -90.8% | +587.6% | +495.1% |
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 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