-92.0%
MSTU vs WCC
+97.6%
-189.6%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | 0.0% | -12.9% | -12.9% |
| 7D | -23.0% | +14.2% | -37.2% | -35.3% |
| 30D | -47.7% | -9.8% | -37.8% | -41.8% |
| 3M | +12.5% | -10.1% | +22.6% | +26.5% |
| 6M | -76.1% | -9.4% | -66.7% | -74.9% |
| YTD | -75.5% | +34.4% | -109.9% | -85.7% |
| 1Y | -90.1% | +23.3% | -113.3% | -93.4% |
| All | -92.0% | +97.6% | -189.6% | -98.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling