-88.4%
MSTU vs WYNN
+12.7%
-101.1%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -2.0% | -4.8% | -4.6% |
| 7D | -22.0% | -3.4% | -18.6% | -18.9% |
| 30D | +60.3% | -15.4% | +75.7% | +90.3% |
| 3M | -3.7% | -15.8% | +12.1% | +15.0% |
| 6M | -45.2% | -13.5% | -31.7% | -37.8% |
| YTD | -64.3% | -26.0% | -38.3% | -50.4% |
| 1Y | -94.0% | -27.4% | -66.6% | -91.6% |
| All | -88.4% | +12.7% | -101.1% | -92.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling