+5.5%
CDNS vs MSTU
-87.2%
+92.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.4% | +5.6% | +0.6% |
| 7D | -7.2% | +12.9% | -20.1% | -8.5% |
| 30D | -14.3% | +68.3% | -82.6% | -18.7% |
| 3M | -27.2% | +0.4% | -27.6% | -29.0% |
| 6M | -4.5% | -41.5% | +37.0% | -4.4% |
| YTD | -9.0% | -61.7% | +52.8% | -8.3% |
| 1Y | -21.3% | -93.7% | +72.3% | -10.3% |
| All | +5.5% | -87.2% | +92.7% | +6.2% |
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