+205.2%
CDE vs MSTU
-87.7%
+292.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.6% | -2.4% | +0.7% |
| 7D | -3.1% | -16.6% | +13.5% | -1.0% |
| 30D | +9.5% | +69.7% | -60.2% | +0.9% |
| 3M | +25.5% | -7.5% | +33.0% | +22.4% |
| 6M | -7.9% | -43.1% | +35.2% | -6.7% |
| YTD | +15.6% | -63.0% | +78.6% | +17.5% |
| 1Y | +34.0% | -93.8% | +127.8% | +56.0% |
| All | +205.2% | -87.7% | +292.9% | +261.0% |
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