-51.6%
CAVA vs MSTU
-86.5%
+34.9%
-71.1%
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% | -0.1% |
| 7D | -1.5% | +16.1% | -17.7% | -3.7% |
| 30D | -3.7% | +68.7% | -72.3% | -10.6% |
| 3M | -18.3% | -11.0% | -7.3% | -20.3% |
| 6M | -23.5% | -33.4% | +9.9% | -24.5% |
| YTD | +2.5% | -59.5% | +62.0% | +2.9% |
| 1Y | -8.0% | -93.4% | +85.4% | +11.1% |
| All | -51.6% | -86.5% | +34.9% | -47.3% |
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