-88.4%
MSTU vs WCN
-11.0%
-77.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -1.1% | -5.7% | -6.8% |
| 7D | -22.0% | -4.4% | -17.6% | -22.1% |
| 30D | +60.3% | -4.4% | +64.7% | +59.9% |
| 3M | -3.7% | +0.5% | -4.2% | -4.3% |
| 6M | -45.2% | -3.3% | -41.9% | -44.3% |
| YTD | -64.3% | -8.5% | -55.8% | -62.6% |
| 1Y | -94.0% | -8.9% | -85.1% | -93.8% |
| All | -88.4% | -11.0% | -77.4% | -89.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling