-93.8%
MSTU vs WYNN
-28.3%
-65.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.8% | +4.4% | +4.2% |
| 7D | -16.6% | -4.2% | -12.4% | -13.9% |
| 30D | +69.7% | -14.6% | +84.3% | +89.8% |
| 3M | -7.5% | -18.4% | +10.9% | +8.5% |
| 6M | -43.1% | -11.9% | -31.2% | -38.6% |
| YTD | -63.0% | -26.6% | -36.4% | -52.1% |
| 1Y | -93.8% | -28.5% | -65.3% | -91.6% |
| All | -93.8% | -28.3% | -65.4% | -91.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WYNN.
Daily Out/Under-Performance
Portfolio return minus WYNN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WYNN 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 WYNN 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