+64.5%
CCL vs MSTU
-89.5%
+154.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +0.6% |
| 7D | +3.1% | -4.3% | +7.4% | +3.4% |
| 30D | +13.7% | -34.6% | +48.3% | +16.7% |
| 3M | +3.8% | +39.0% | -35.2% | -2.0% |
| 6M | +9.3% | -70.5% | +79.8% | +15.2% |
| YTD | -1.1% | -68.6% | +67.5% | -0.9% |
| 1Y | +14.6% | -88.6% | +103.2% | +25.4% |
| All | +64.5% | -89.5% | +154.1% | +73.5% |
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