-19.0%
CAG vs MSTU
-93.8%
+74.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.6% | -4.3% | -0.7% |
| 7D | -5.7% | -16.6% | +10.9% | -5.8% |
| 30D | -2.4% | +69.7% | -72.1% | -2.2% |
| 3M | +9.8% | -7.5% | +17.3% | +9.1% |
| 6M | -10.8% | -43.1% | +32.3% | -12.0% |
| YTD | -10.8% | -63.0% | +52.2% | -12.0% |
| 1Y | -19.0% | -93.8% | +74.8% | -18.3% |
| All | -19.0% | -93.8% | +74.9% | -18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 MSTU 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