-46.7%
CAG vs MSTU
-86.5%
+39.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -8.6% | +7.2% | -1.5% |
| 7D | -5.3% | +16.1% | -21.4% | -5.0% |
| 30D | +1.0% | +68.7% | -67.7% | +1.8% |
| 3M | +17.4% | -11.0% | +28.4% | +17.3% |
| 6M | -16.8% | -33.4% | +16.6% | -17.0% |
| YTD | -6.8% | -59.5% | +52.7% | -7.2% |
| 1Y | -15.4% | -93.4% | +78.0% | -17.5% |
| All | -46.7% | -86.5% | +39.8% | -47.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling