-5.5%
CI vs MSTU
-92.8%
+87.3%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.2% | +1.9% | -1.3% |
| 7D | +1.3% | +21.3% | -20.0% | +1.1% |
| 30D | +4.4% | +90.8% | -86.4% | +3.7% |
| 3M | +0.7% | -6.8% | +7.4% | +0.6% |
| 6M | +0.3% | -39.8% | +40.2% | -0.1% |
| YTD | +3.8% | -55.7% | +59.5% | +2.9% |
| 1Y | -5.5% | -92.7% | +87.2% | +4.0% |
| All | -5.5% | -92.8% | +87.3% | +4.0% |
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