-15.6%
WMT vs MSTU
-37.9%
+22.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.2% | +2.0% | -1.2% |
| 7D | +3.9% | +21.3% | -17.4% | +4.0% |
| 30D | -4.4% | +90.8% | -95.2% | -4.0% |
| 3M | -8.8% | -6.8% | -2.0% | -7.2% |
| 6M | -15.6% | -39.8% | +24.2% | -16.0% |
| All | -15.6% | -37.9% | +22.3% | -16.0% |
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