-88.4%
MSTU vs WEC
+18.0%
-106.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -0.8% | -6.0% | -7.4% |
| 7D | -22.0% | -1.3% | -20.8% | -22.8% |
| 30D | +60.3% | -0.4% | +60.7% | +59.7% |
| 3M | -3.7% | -6.8% | +3.1% | -7.5% |
| 6M | -45.2% | -6.4% | -38.8% | -46.8% |
| YTD | -64.3% | +2.5% | -66.8% | -63.1% |
| 1Y | -94.0% | -0.4% | -93.6% | -93.9% |
| All | -88.4% | +18.0% | -106.4% | -85.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling