-56.6%
CAVA vs MSTU
-88.1%
+31.5%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -6.8% | +2.4% | -3.7% |
| 7D | -12.4% | -22.0% | +9.6% | -10.1% |
| 30D | -11.2% | +60.3% | -71.5% | -17.2% |
| 3M | -33.8% | -3.7% | -30.1% | -35.9% |
| 6M | -32.5% | -45.2% | +12.7% | -31.9% |
| YTD | -8.0% | -64.3% | +56.3% | -6.3% |
| 1Y | -17.1% | -94.0% | +76.9% | +1.2% |
| All | -56.6% | -88.1% | +31.5% | -52.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling