-13.3%
CI vs MSTU
-90.1%
+76.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.1% | +5.8% | +0.7% |
| 7D | +0.1% | -9.3% | +9.4% | +0.1% |
| 30D | +4.7% | -38.3% | +43.0% | +4.6% |
| 3M | +5.2% | +24.0% | -18.8% | +5.2% |
| 6M | +3.8% | -72.1% | +75.9% | +3.8% |
| YTD | +9.2% | -70.2% | +79.4% | +8.8% |
| 1Y | +14.3% | -89.6% | +103.9% | +14.0% |
| All | -13.3% | -90.1% | +76.7% | -14.8% |
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 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