-92.0%
MSTU vs WING
-61.2%
-30.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -4.5% | -8.4% | -11.5% |
| 7D | -23.0% | -3.9% | -19.1% | -22.0% |
| 30D | -47.7% | +26.6% | -74.3% | -52.1% |
| 3M | +12.5% | +42.5% | -30.0% | -3.6% |
| 6M | -76.1% | +29.4% | -105.5% | -79.4% |
| YTD | -75.5% | -32.8% | -42.7% | -72.2% |
| 1Y | -90.1% | -33.5% | -56.6% | -88.8% |
| All | -92.0% | -61.2% | -30.8% | -87.3% |
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