+38.7%
CEG vs MSTU
-90.6%
+129.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.9% | +0.7% | +2.5% |
| 7D | +11.8% | -27.7% | +39.5% | +14.3% |
| 30D | -6.5% | -40.3% | +33.8% | -3.6% |
| 3M | -1.2% | +26.4% | -27.5% | -5.8% |
| 6M | -8.0% | -75.7% | +67.7% | -1.6% |
| YTD | -21.9% | -71.9% | +50.0% | -20.8% |
| 1Y | -21.4% | -89.3% | +67.8% | -14.1% |
| All | +38.7% | -90.6% | +129.3% | +62.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling