-10.2%
CL vs MSTU
-86.5%
+76.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -8.6% | +8.2% | -0.5% |
| 7D | -1.4% | +16.1% | -17.5% | -1.2% |
| 30D | -5.2% | +68.7% | -73.9% | -4.6% |
| 3M | +3.3% | -11.0% | +14.3% | +3.5% |
| 6M | -4.4% | -33.4% | +29.0% | -4.1% |
| YTD | +13.9% | -59.5% | +73.4% | +14.0% |
| 1Y | +7.6% | -93.4% | +101.0% | +5.7% |
| All | -10.2% | -86.5% | +76.3% | -12.1% |
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