+21.8%
WM vs MSTU
-90.8%
+112.6%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -12.9% | +14.5% | +1.2% |
| 7D | +1.2% | -23.0% | +24.2% | +0.4% |
| 30D | +15.2% | -47.7% | +62.9% | +13.5% |
| 3M | +8.3% | +12.5% | -4.2% | +9.9% |
| 6M | +13.1% | -76.1% | +89.2% | +11.4% |
| YTD | +12.5% | -75.5% | +88.0% | +11.7% |
| 1Y | +21.8% | -90.1% | +111.8% | +15.7% |
| All | +21.8% | -90.8% | +112.6% | +15.7% |
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