+23.0%
CDNS vs MSTU
-90.8%
+113.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -7.3% | +5.8% | -0.9% |
| 7D | +2.4% | -21.7% | +24.2% | +4.3% |
| 30D | -6.0% | -42.8% | +36.8% | -2.4% |
| 3M | -0.1% | +21.4% | -21.5% | -4.0% |
| 6M | -8.6% | -74.1% | +65.5% | -2.6% |
| YTD | +6.1% | -72.4% | +78.5% | +8.2% |
| 1Y | +0.8% | -90.1% | +90.9% | +10.4% |
| All | +23.0% | -90.8% | +113.7% | +25.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling