-15.8%
CDNS vs MSTU
-94.2%
+78.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.8% | +6.9% | +0.7% |
| 7D | -6.5% | -22.0% | +15.5% | -4.6% |
| 30D | -13.0% | +60.3% | -73.3% | -17.4% |
| 3M | -26.0% | -3.7% | -22.3% | -27.3% |
| 6M | -2.8% | -45.2% | +42.3% | -1.7% |
| YTD | -8.8% | -64.3% | +55.5% | -7.8% |
| 1Y | -15.8% | -94.0% | +78.2% | +2.7% |
| All | -15.8% | -94.2% | +78.4% | +2.7% |
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 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