+28.4%
CCL vs MSTU
-86.5%
+114.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -8.6% | +7.3% | -0.6% |
| 7D | -0.1% | +16.1% | -16.3% | -1.8% |
| 30D | -20.0% | +68.7% | -88.6% | -24.5% |
| 3M | -13.7% | -11.0% | -2.7% | -15.2% |
| 6M | -9.0% | -33.4% | +24.4% | -10.0% |
| YTD | -22.8% | -59.5% | +36.7% | -23.1% |
| 1Y | -25.3% | -93.4% | +68.0% | -12.9% |
| All | +28.4% | -86.5% | +114.9% | +34.7% |
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