+24.6%
WM vs MSTU
-92.2%
+116.8%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.0% | +4.9% | -0.2% |
| 7D | +3.2% | -25.8% | +29.0% | +2.9% |
| 30D | +13.0% | -43.9% | +56.9% | +12.5% |
| 3M | +9.2% | +2.9% | +6.3% | +9.4% |
| 6M | +13.6% | -75.5% | +89.1% | +13.6% |
| YTD | +12.4% | -76.7% | +89.1% | +12.3% |
| 1Y | +21.2% | -88.9% | +110.2% | +21.4% |
| All | +24.6% | -92.2% | +116.8% | +27.3% |
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