-55.0%
CAVA vs MSTU
-87.7%
+32.6%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.6% | -0.1% | +3.1% |
| 7D | -8.0% | -16.6% | +8.6% | -6.3% |
| 30D | -19.6% | +69.7% | -89.3% | -25.4% |
| 3M | -36.7% | -7.5% | -29.2% | -38.4% |
| 6M | -30.6% | -43.1% | +12.5% | -30.3% |
| YTD | -4.8% | -63.0% | +58.2% | -3.4% |
| 1Y | -13.1% | -93.8% | +80.7% | +5.6% |
| All | -55.0% | -87.7% | +32.6% | -50.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling