+18.0%
CI vs MSTU
-88.0%
+106.0%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +10.3% | -7.0% | +3.4% |
| 7D | +3.5% | -4.8% | +8.4% | +3.5% |
| 30D | +12.6% | -29.6% | +42.1% | +12.4% |
| 3M | +12.1% | +69.4% | -57.3% | +12.2% |
| 6M | +10.6% | -62.2% | +72.8% | +10.5% |
| YTD | +12.8% | -61.1% | +73.9% | +10.4% |
| 1Y | +18.0% | -87.2% | +105.2% | +12.6% |
| All | +18.0% | -88.0% | +106.0% | +12.6% |
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