-87.5%
MSTU vs WEC
+18.9%
-106.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.8% | -4.6% | -6.1% |
| 7D | +12.9% | +0.4% | +12.5% | +13.1% |
| 30D | +68.3% | +0.9% | +67.4% | +69.4% |
| 3M | +0.4% | -5.3% | +5.7% | -2.5% |
| 6M | -41.5% | -6.6% | -34.9% | -43.2% |
| YTD | -61.7% | +3.3% | -65.0% | -60.2% |
| 1Y | -93.7% | +2.1% | -95.7% | -93.3% |
| All | -87.5% | +18.9% | -106.4% | -84.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling