-22.3%
CARR vs MSTU
-86.5%
+64.2%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -8.6% | +7.6% | -0.7% |
| 7D | +3.2% | +16.1% | -12.9% | +2.5% |
| 30D | -7.7% | +68.7% | -76.3% | -10.0% |
| 3M | -11.9% | -11.0% | -0.9% | -12.6% |
| 6M | +2.0% | -33.4% | +35.4% | +1.4% |
| YTD | +13.2% | -59.5% | +72.7% | +13.2% |
| 1Y | -8.5% | -93.4% | +84.8% | -0.1% |
| All | -22.3% | -86.5% | +64.2% | -22.0% |
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