-93.8%
MSTU vs WCC
+66.6%
-160.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.7% | -0.2% | +0.6% |
| 7D | -16.6% | +1.5% | -18.1% | -17.7% |
| 30D | +69.7% | -2.1% | +71.8% | +73.4% |
| 3M | -7.5% | +3.8% | -11.3% | -11.8% |
| 6M | -43.1% | +35.0% | -78.1% | -58.8% |
| YTD | -63.0% | +46.4% | -109.4% | -73.1% |
| 1Y | -93.8% | +63.0% | -156.8% | -95.5% |
| All | -93.8% | +66.6% | -160.4% | -95.5% |
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