+75.1%
CAT vs MSTU
-91.8%
+166.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -12.9% | +13.5% | +1.4% |
| 7D | +9.3% | -23.0% | +32.3% | +11.0% |
| 30D | -21.5% | -47.7% | +26.2% | -18.7% |
| 3M | -29.1% | +12.5% | -41.6% | -31.0% |
| 6M | -33.4% | -76.1% | +42.7% | -29.3% |
| YTD | +6.6% | -75.5% | +82.1% | +9.0% |
| 1Y | +6.5% | -90.1% | +96.6% | +14.5% |
| All | +75.1% | -91.8% | +166.9% | +60.1% |
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 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