-65.0%
CBRS vs MSTU
-75.5%
+10.4%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | -5.0% | +16.2% | +12.2% |
| 7D | +21.2% | -25.8% | +47.0% | +28.1% |
| 30D | -23.2% | -43.9% | +20.7% | -15.0% |
| 3M | -52.9% | +2.9% | -55.8% | -57.2% |
| All | -65.0% | -75.5% | +10.4% | -62.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling