-92.7%
MSTU vs WCC
+61.8%
-154.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.9% | -7.0% | -6.3% |
| 7D | +21.3% | +4.5% | +16.9% | +17.6% |
| 30D | +90.8% | -5.8% | +96.6% | +100.7% |
| 3M | -6.8% | -3.7% | -3.1% | -4.5% |
| 6M | -39.8% | +23.1% | -62.9% | -52.1% |
| YTD | -55.7% | +44.2% | -99.8% | -67.2% |
| 1Y | -92.7% | +62.1% | -154.8% | -94.6% |
| All | -92.7% | +61.8% | -154.4% | -94.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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