-87.5%
MSTU vs WCN
-10.0%
-77.6%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.2% | -4.3% | -5.4% |
| 7D | +12.9% | -1.7% | +14.6% | +12.9% |
| 30D | +68.3% | -3.0% | +71.3% | +68.0% |
| 3M | +0.4% | +2.5% | -2.2% | -0.5% |
| 6M | -41.5% | -5.7% | -35.8% | -39.1% |
| YTD | -61.7% | -7.4% | -54.3% | -59.8% |
| 1Y | -93.7% | -8.6% | -85.0% | -93.3% |
| All | -87.5% | -10.0% | -77.6% | -88.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling