-86.8%
MSTU vs WING
-73.4%
-13.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | +0.2% | -8.9% | -8.7% |
| 7D | +16.1% | -0.1% | +16.3% | +15.8% |
| 30D | +68.7% | -6.0% | +74.7% | +68.9% |
| 3M | -11.0% | -23.5% | +12.5% | -5.0% |
| 6M | -33.4% | -52.0% | +18.6% | -12.3% |
| YTD | -59.5% | -53.8% | -5.7% | -47.1% |
| 1Y | -93.4% | -63.8% | -29.6% | -90.1% |
| All | -86.8% | -73.4% | -13.4% | -75.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling