-29.6%
CLS vs MSTU
-88.0%
+58.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +10.3% | -19.4% | -10.5% |
| 7D | -21.1% | -4.8% | -16.3% | -20.8% |
| 30D | -38.2% | -29.6% | -8.7% | -35.7% |
| 3M | -36.3% | +69.4% | -105.7% | -42.3% |
| 6M | -43.8% | -62.2% | +18.4% | -40.3% |
| YTD | -20.0% | -61.1% | +41.0% | -18.9% |
| 1Y | -29.6% | -87.2% | +57.6% | -11.8% |
| All | -29.6% | -88.0% | +58.4% | -11.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling