+27.4%
WMT vs MSTU
-88.0%
+115.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +10.3% | -6.9% | +3.5% |
| 7D | +8.8% | -4.8% | +13.6% | +8.7% |
| 30D | +22.9% | -29.6% | +52.5% | +22.9% |
| 3M | +16.1% | +69.4% | -53.3% | +16.1% |
| 6M | -0.5% | -62.2% | +61.8% | +1.0% |
| YTD | +16.7% | -61.1% | +77.7% | +16.0% |
| 1Y | +27.4% | -87.2% | +114.5% | +24.4% |
| All | +27.4% | -88.0% | +115.3% | +24.4% |
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 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