-92.7%
MSTU vs WCN
-8.7%
-83.9%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.0% | -4.3% |
| 7D | +21.3% | -0.6% | +22.0% | +19.8% |
| 30D | +90.8% | +0.4% | +90.4% | +90.8% |
| 3M | -6.8% | +7.3% | -14.1% | +1.6% |
| 6M | -39.8% | -2.5% | -37.3% | -36.0% |
| YTD | -55.7% | -5.4% | -50.3% | -56.6% |
| 1Y | -92.7% | -8.5% | -84.2% | -91.4% |
| All | -92.7% | -8.7% | -83.9% | -91.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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