-92.7%
MSTU vs WEC
+1.8%
-94.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.4% | -3.7% |
| 7D | +21.3% | -0.3% | +21.6% | +20.8% |
| 30D | +90.8% | -1.3% | +92.1% | +87.9% |
| 3M | -6.8% | -3.9% | -2.8% | -10.0% |
| 6M | -39.8% | -8.3% | -31.5% | -40.8% |
| YTD | -55.7% | +3.1% | -58.7% | -56.2% |
| 1Y | -92.7% | +1.9% | -94.6% | -92.0% |
| All | -92.7% | +1.8% | -94.4% | -92.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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