-47.2%
CAG vs MSTU
-87.2%
+40.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.4% | +4.5% | -1.1% |
| 7D | -6.6% | +12.9% | -19.5% | -6.4% |
| 30D | +2.3% | +68.3% | -66.0% | +3.1% |
| 3M | +16.3% | +0.4% | +15.9% | +16.5% |
| 6M | -16.0% | -41.5% | +25.5% | -16.4% |
| YTD | -7.7% | -61.7% | +54.0% | -8.1% |
| 1Y | -16.0% | -93.7% | +77.6% | -18.2% |
| All | -47.2% | -87.2% | +40.0% | -47.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling