+25.6%
CCL vs MSTU
-87.2%
+112.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.4% | +3.3% | -1.7% |
| 7D | -4.4% | +12.9% | -17.3% | -5.7% |
| 30D | -18.2% | +68.3% | -86.5% | -22.8% |
| 3M | -17.7% | +0.4% | -18.1% | -19.9% |
| 6M | -13.0% | -41.5% | +28.5% | -13.0% |
| YTD | -24.5% | -61.7% | +37.2% | -24.4% |
| 1Y | -26.9% | -93.7% | +66.7% | -14.5% |
| All | +25.6% | -87.2% | +112.8% | +32.3% |
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 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