-87.5%
MSTU vs WING
-73.1%
-14.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.0% | -6.5% | -5.8% |
| 7D | +12.9% | -2.3% | +15.2% | +13.5% |
| 30D | +68.3% | -5.6% | +74.0% | +68.4% |
| 3M | +0.4% | -22.9% | +23.3% | +6.9% |
| 6M | -41.5% | -50.4% | +8.9% | -24.0% |
| YTD | -61.7% | -53.3% | -8.4% | -50.2% |
| 1Y | -93.7% | -61.2% | -32.4% | -90.9% |
| All | -87.5% | -73.1% | -14.4% | -77.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling