-1.8%
CARR vs MSTU
-88.0%
+86.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +10.3% | -9.8% | +0.3% |
| 7D | -0.7% | -4.8% | +4.2% | -0.6% |
| 30D | +0.3% | -29.6% | +29.9% | +0.7% |
| 3M | -14.9% | +69.4% | -84.3% | -15.6% |
| 6M | -14.9% | -62.2% | +47.4% | -13.8% |
| YTD | +7.0% | -61.1% | +68.1% | +6.6% |
| 1Y | -1.8% | -87.2% | +85.4% | -0.7% |
| All | -1.8% | -88.0% | +86.2% | -0.7% |
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