-2.7%
CEG vs MSTU
-92.8%
+90.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -3.2% | +8.0% | +5.1% |
| 7D | +8.0% | +21.3% | -13.3% | +6.3% |
| 30D | +12.9% | +90.8% | -77.9% | +6.9% |
| 3M | +13.2% | -6.8% | +19.9% | +11.8% |
| 6M | -7.0% | -39.8% | +32.8% | -5.9% |
| YTD | -15.0% | -55.7% | +40.7% | -15.8% |
| 1Y | -2.7% | -92.7% | +89.9% | +19.3% |
| All | -2.7% | -92.8% | +90.0% | +19.3% |
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 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