+24.8%
CDNS vs MSTU
-90.1%
+114.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -5.1% | +10.3% | +5.6% |
| 7D | +2.1% | -9.3% | +11.4% | +2.8% |
| 30D | -4.6% | -38.3% | +33.7% | -1.5% |
| 3M | -0.8% | +24.0% | -24.8% | -4.9% |
| 6M | -7.2% | -72.1% | +64.9% | -1.8% |
| YTD | +7.7% | -70.2% | +77.9% | +9.2% |
| 1Y | +3.5% | -89.6% | +93.1% | +13.0% |
| All | +24.8% | -90.1% | +114.8% | +26.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling