+28.6%
CB vs MSTU
-89.5%
+118.2%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.4% | -1.8% |
| 7D | +0.2% | -4.3% | +4.5% | +0.2% |
| 30D | +9.1% | -34.6% | +43.6% | +8.8% |
| 3M | +3.4% | +39.0% | -35.6% | +4.0% |
| 6M | +14.1% | -70.5% | +84.6% | +13.8% |
| YTD | +18.0% | -68.6% | +86.6% | +18.1% |
| 1Y | +30.1% | -88.6% | +118.8% | +30.0% |
| All | +28.6% | -89.5% | +118.2% | +28.8% |
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