-93.7%
MSTU vs WING
-63.4%
-30.2%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.0% | -6.5% | -5.5% |
| 7D | +12.9% | -2.3% | +15.2% | +13.1% |
| 30D | +68.3% | -5.6% | +74.0% | +68.1% |
| 3M | +0.4% | -22.9% | +23.3% | +3.3% |
| 6M | -41.5% | -50.4% | +8.9% | -33.0% |
| YTD | -61.7% | -53.3% | -8.4% | -55.5% |
| 1Y | -93.7% | -61.2% | -32.4% | -90.9% |
| All | -93.7% | -63.4% | -30.2% | -90.9% |
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