+0.1%
CL vs MSTU
-90.6%
+90.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.0% | -0.1% |
| 7D | -0.8% | -27.7% | +27.0% | -1.1% |
| 30D | +9.5% | -40.3% | +49.8% | +9.0% |
| 3M | +6.8% | +26.4% | -19.6% | +7.3% |
| 6M | +14.3% | -75.7% | +90.0% | +13.4% |
| YTD | +27.0% | -71.9% | +98.9% | +26.8% |
| 1Y | +26.3% | -89.3% | +115.5% | +24.8% |
| All | +0.1% | -90.6% | +90.7% | -2.2% |
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