+99.0%
WELL vs MSTU
-91.8%
+190.8%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -12.9% | +11.9% | -0.9% |
| 7D | +0.1% | -23.0% | +23.1% | +0.2% |
| 30D | +6.8% | -47.7% | +54.5% | +6.9% |
| 3M | +6.7% | +12.5% | -5.8% | +6.6% |
| 6M | +13.8% | -76.1% | +89.9% | +14.5% |
| YTD | +33.8% | -75.5% | +109.3% | +34.0% |
| 1Y | +29.6% | -90.1% | +119.7% | +30.5% |
| All | +99.0% | -91.8% | +190.8% | +107.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling