-92.4%
MSTU vs WEC
+32.8%
-125.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.9% | -5.9% | -4.2% |
| 7D | -25.8% | +2.3% | -28.1% | -24.2% |
| 30D | -43.9% | +11.1% | -54.9% | -37.7% |
| 3M | +2.9% | +8.4% | -5.6% | +12.3% |
| 6M | -75.5% | +7.5% | -83.0% | -73.1% |
| YTD | -76.7% | +15.3% | -92.1% | -73.1% |
| 1Y | -88.9% | +9.7% | -98.7% | -87.5% |
| All | -92.4% | +32.8% | -125.2% | -89.4% |
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