+36.2%
WMT vs MSTU
-88.1%
+124.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.8% | +6.7% | 0.0% |
| 7D | -2.5% | -22.0% | +19.5% | -2.1% |
| 30D | -6.4% | +60.3% | -66.7% | -7.3% |
| 3M | -12.1% | -3.7% | -8.4% | -12.4% |
| 6M | -15.0% | -45.2% | +30.2% | -14.8% |
| YTD | -4.5% | -64.3% | +59.8% | -4.2% |
| 1Y | +6.2% | -94.0% | +100.2% | +10.3% |
| All | +36.2% | -88.1% | +124.3% | +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 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