+36.4%
WMT vs MSTU
-87.2%
+123.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.4% | +5.2% | -0.1% |
| 7D | -0.2% | +12.9% | -13.1% | -0.5% |
| 30D | -5.8% | +68.3% | -74.2% | -6.8% |
| 3M | -10.8% | +0.4% | -11.1% | -11.1% |
| 6M | -14.3% | -41.5% | +27.2% | -14.2% |
| YTD | -4.4% | -61.7% | +57.3% | -4.3% |
| 1Y | +4.3% | -93.7% | +98.0% | +8.3% |
| All | +36.4% | -87.2% | +123.6% | +48.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling