+32.2%
CB vs MSTU
-88.0%
+120.2%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +10.3% | -8.3% | +2.2% |
| 7D | +5.3% | -4.8% | +10.1% | +5.2% |
| 30D | +13.2% | -29.6% | +42.8% | +12.8% |
| 3M | +7.8% | +69.4% | -61.6% | +9.3% |
| 6M | +15.8% | -62.2% | +78.0% | +15.2% |
| YTD | +21.0% | -61.1% | +82.0% | +21.6% |
| 1Y | +32.2% | -87.2% | +119.3% | +32.7% |
| All | +32.2% | -88.0% | +120.2% | +32.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling