-85.6%
MSTU vs WEC
+18.6%
-104.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +89.0% |
| 3M | -6.8% | -3.9% | -2.8% | -8.5% |
| 6M | -39.8% | -8.3% | -31.5% | -42.2% |
| YTD | -55.7% | +3.1% | -58.7% | -54.0% |
| 1Y | -92.7% | +1.9% | -94.6% | -92.3% |
| All | -85.6% | +18.6% | -104.2% | -81.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling