-92.7%
MSTU vs WING
-65.5%
-27.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.2% | -3.1% |
| 7D | +21.3% | -3.9% | +25.2% | +21.6% |
| 30D | +90.8% | -11.6% | +102.4% | +92.6% |
| 3M | -6.8% | -24.2% | +17.4% | -3.7% |
| 6M | -39.8% | -54.1% | +14.2% | -30.1% |
| YTD | -55.7% | -53.9% | -1.8% | -48.4% |
| 1Y | -92.7% | -64.4% | -28.3% | -88.0% |
| All | -92.7% | -65.5% | -27.1% | -88.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 1y: compounded portfolio wealth divided by compounded WING 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…
1y analysis · Full analysis span regression · 6 months rolling