-87.2%
MSTU vs WCC
+24.5%
-111.6%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -9.9% | +20.3% | +18.9% |
| 7D | -4.8% | -8.8% | +3.9% | +1.6% |
| 30D | -29.6% | -16.0% | -13.5% | -17.8% |
| 3M | +69.4% | -15.2% | +84.6% | +95.6% |
| 6M | -62.2% | -8.4% | -53.9% | -60.4% |
| YTD | -61.1% | +30.1% | -91.2% | -72.2% |
| 1Y | -87.2% | +26.4% | -113.6% | -90.9% |
| All | -87.2% | +24.5% | -111.6% | -90.9% |
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