-88.0%
MSTU vs WING
-71.5%
-16.5%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +6.0% | -2.4% | +1.5% |
| 7D | -16.6% | +7.2% | -23.8% | -18.6% |
| 30D | +69.7% | +4.8% | +64.9% | +63.3% |
| 3M | -7.5% | -23.7% | +16.2% | -0.5% |
| 6M | -43.1% | -43.6% | +0.5% | -29.8% |
| YTD | -63.0% | -50.6% | -12.5% | -52.8% |
| 1Y | -93.8% | -57.0% | -36.8% | -91.5% |
| All | -88.0% | -71.5% | -16.5% | -78.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling