-92.4%
MSTU vs WCC
+94.3%
-186.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -1.7% | -3.4% | -3.0% |
| 7D | -25.8% | +9.9% | -35.7% | -34.6% |
| 30D | -43.9% | -8.4% | -35.4% | -39.0% |
| 3M | +2.9% | -10.3% | +13.2% | +16.1% |
| 6M | -75.5% | -10.5% | -65.0% | -73.9% |
| YTD | -76.7% | +32.2% | -108.9% | -86.1% |
| 1Y | -88.9% | +25.5% | -114.5% | -92.9% |
| All | -92.4% | +94.3% | -186.7% | -98.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling