+5.6%
CDE vs MSTU
-88.0%
+93.6%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +10.3% | -1.6% | +7.0% |
| 7D | +1.1% | -4.8% | +6.0% | +1.8% |
| 30D | -14.5% | -29.6% | +15.1% | -10.4% |
| 3M | -10.1% | +69.4% | -79.4% | -22.5% |
| 6M | -16.9% | -62.2% | +45.4% | -12.3% |
| YTD | -18.1% | -61.1% | +42.9% | -22.3% |
| 1Y | +5.6% | -87.2% | +92.8% | +10.8% |
| All | +5.6% | -88.0% | +93.6% | +10.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling