-12.9%
CI vs MSTU
-92.2%
+79.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.0% | +5.3% | +0.2% |
| 7D | +1.2% | -25.8% | +27.0% | +1.2% |
| 30D | +2.6% | -43.9% | +46.4% | +2.5% |
| 3M | +7.4% | +2.9% | +4.5% | +7.4% |
| 6M | -0.1% | -75.5% | +75.4% | -0.1% |
| YTD | +9.7% | -76.7% | +86.5% | +9.3% |
| 1Y | +12.1% | -88.9% | +101.1% | +11.8% |
| All | -12.9% | -92.2% | +79.3% | -14.4% |
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