-76.1%
MSTU vs WEC
+6.3%
-82.4%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | 0.0% | -12.9% | -12.9% |
| 7D | -23.0% | -0.7% | -22.3% | -24.0% |
| 30D | -47.7% | +11.0% | -58.7% | -34.0% |
| 3M | +12.5% | +8.6% | +3.9% | +31.8% |
| 6M | -76.1% | +6.2% | -82.2% | -72.7% |
| All | -76.1% | +6.3% | -82.4% | -72.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling