+67.2%
CAH vs MSTU
-92.8%
+160.0%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.6% | -0.7% |
| 7D | +5.4% | +21.3% | -15.9% | +6.1% |
| 30D | +3.3% | +90.8% | -87.5% | +5.7% |
| 3M | +22.8% | -6.8% | +29.6% | +24.0% |
| 6M | +11.3% | -39.8% | +51.1% | +11.7% |
| YTD | +21.1% | -55.7% | +76.8% | +22.6% |
| 1Y | +67.2% | -92.7% | +159.9% | +62.3% |
| All | +67.2% | -92.8% | +160.0% | +62.3% |
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