+41.1%
CLS vs MSTU
-92.8%
+133.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.2% | +4.0% | +1.2% |
| 7D | +4.6% | +21.3% | -16.8% | +1.5% |
| 30D | -13.9% | +90.8% | -104.7% | -21.5% |
| 3M | -26.6% | -6.8% | -19.8% | -28.2% |
| 6M | +15.4% | -39.8% | +55.2% | +15.7% |
| YTD | +5.7% | -55.7% | +61.3% | +7.1% |
| 1Y | +41.1% | -92.7% | +133.8% | +69.6% |
| All | +41.1% | -92.8% | +133.9% | +69.6% |
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