-9.8%
CL vs MSTU
-85.2%
+75.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.2% | +1.7% | -1.5% |
| 7D | -2.2% | +21.3% | -23.5% | -1.9% |
| 30D | -4.8% | +90.8% | -95.7% | -4.1% |
| 3M | +4.9% | -6.8% | +11.7% | +5.2% |
| 6M | -5.7% | -39.8% | +34.1% | -5.6% |
| YTD | +14.4% | -55.7% | +70.1% | +14.6% |
| 1Y | +8.7% | -92.7% | +101.4% | +6.9% |
| All | -9.8% | -85.2% | +75.4% | -11.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling