+2.2%
CDNS vs MSTU
-90.4%
+92.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -5.0% | +1.9% | -2.7% |
| 7D | +1.0% | -25.8% | +26.8% | +3.3% |
| 30D | -2.0% | -43.9% | +41.9% | +2.1% |
| 3M | -0.2% | +2.9% | -3.1% | -2.7% |
| 6M | -8.9% | -75.5% | +66.6% | -1.2% |
| YTD | +3.3% | -76.7% | +80.1% | +5.6% |
| 1Y | +2.2% | -88.9% | +91.2% | +9.9% |
| All | +2.2% | -90.4% | +92.6% | +9.9% |
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