-86.8%
MSTU vs WEC
+19.9%
-106.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | +1.1% | -9.7% | -7.8% |
| 7D | +16.1% | +0.8% | +15.3% | +16.7% |
| 30D | +68.7% | +0.3% | +68.3% | +69.3% |
| 3M | -11.0% | -2.9% | -8.1% | -12.0% |
| 6M | -33.4% | -5.9% | -27.5% | -34.9% |
| YTD | -59.5% | +4.1% | -63.7% | -57.6% |
| 1Y | -93.4% | +3.1% | -96.5% | -93.0% |
| All | -86.8% | +19.9% | -106.7% | -83.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling