+26.2%
CEG vs MSTU
-89.5%
+115.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.4% | +5.7% | +4.4% |
| 7D | -4.7% | -4.3% | -0.5% | -4.6% |
| 30D | -16.6% | -34.6% | +18.0% | -14.5% |
| 3M | -4.1% | +39.0% | -43.2% | -9.2% |
| 6M | -22.3% | -70.5% | +48.2% | -18.1% |
| YTD | -28.9% | -68.6% | +39.7% | -28.5% |
| 1Y | -28.5% | -88.6% | +60.2% | -22.0% |
| All | +26.2% | -89.5% | +115.7% | +46.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling