-18.4%
CI vs MSTU
-87.2%
+68.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.4% | +6.3% | +0.8% |
| 7D | -1.1% | +12.9% | -14.0% | -1.1% |
| 30D | +0.5% | +68.3% | -67.9% | +0.5% |
| 3M | -5.2% | +0.4% | -5.6% | -5.2% |
| 6M | +4.3% | -41.5% | +45.8% | +4.2% |
| YTD | +2.8% | -61.7% | +64.5% | +2.5% |
| 1Y | -5.8% | -93.7% | +87.9% | -6.1% |
| All | -18.4% | -87.2% | +68.8% | -19.8% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling