-85.6%
MSTU vs WING
-73.4%
-12.1%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.2% | -2.8% |
| 7D | +21.3% | -3.9% | +25.2% | +22.5% |
| 30D | +90.8% | -11.6% | +102.4% | +95.8% |
| 3M | -6.8% | -24.2% | +17.4% | 0.0% |
| 6M | -39.8% | -54.1% | +14.2% | -19.0% |
| YTD | -55.7% | -53.9% | -1.8% | -42.1% |
| 1Y | -92.7% | -64.4% | -28.3% | -88.9% |
| All | -85.6% | -73.4% | -12.1% | -73.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling