-2.3%
WMT vs MSTU
-76.6%
+74.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.0% | +6.5% | +1.4% |
| 7D | +2.0% | -25.8% | +27.9% | +1.6% |
| 30D | +10.3% | -43.9% | +54.1% | +9.4% |
| 3M | +11.0% | +2.9% | +8.1% | +12.5% |
| 6M | -2.3% | -75.5% | +73.2% | -4.4% |
| All | -2.3% | -76.6% | +74.3% | -4.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling