+604.6%
CLS vs MSTU
-86.5%
+691.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -8.6% | +14.3% | +6.8% |
| 7D | +12.8% | +16.1% | -3.4% | +10.1% |
| 30D | +3.8% | +68.7% | -64.8% | -4.5% |
| 3M | -14.6% | -11.0% | -3.6% | -16.5% |
| 6M | +32.2% | -33.4% | +65.6% | +31.4% |
| YTD | +11.6% | -59.5% | +71.1% | +13.3% |
| 1Y | +35.1% | -93.4% | +128.4% | +68.9% |
| All | +604.6% | -86.5% | +691.1% | +583.2% |
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 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