+864.4%
WDC vs MSTU
-85.2%
+949.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -3.2% | +9.0% | +6.1% |
| 7D | +1.7% | +21.3% | -19.6% | -0.5% |
| 30D | -10.0% | +90.8% | -100.8% | -16.3% |
| 3M | -18.8% | -6.8% | -12.0% | -20.7% |
| 6M | +79.0% | -39.8% | +118.9% | +78.3% |
| YTD | +171.6% | -55.7% | +227.2% | +168.1% |
| 1Y | +417.4% | -92.7% | +510.0% | +478.1% |
| All | +864.4% | -85.2% | +949.6% | +831.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling