+51.0%
CEG vs MSTU
-86.5%
+137.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -8.6% | +8.7% | +0.7% |
| 7D | +6.7% | +16.1% | -9.5% | +5.0% |
| 30D | +11.0% | +68.7% | -57.7% | +5.1% |
| 3M | +19.5% | -11.0% | +30.5% | +17.4% |
| 6M | -5.9% | -33.4% | +27.5% | -6.7% |
| YTD | -15.0% | -59.5% | +44.5% | -14.9% |
| 1Y | +0.6% | -93.4% | +94.0% | +15.8% |
| All | +51.0% | -86.5% | +137.5% | +74.4% |
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 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