-16.0%
CCI vs MSTU
-90.6%
+74.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.3% |
| 7D | -3.4% | -27.7% | +24.3% | -3.0% |
| 30D | +9.9% | -40.3% | +50.2% | +10.4% |
| 3M | +22.7% | +26.4% | -3.7% | +21.9% |
| 6M | +0.8% | -75.7% | +76.5% | +2.0% |
| YTD | +4.1% | -71.9% | +76.0% | +4.1% |
| 1Y | -0.6% | -89.3% | +88.7% | -0.8% |
| All | -16.0% | -90.6% | +74.6% | -10.6% |
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