+442.5%
CLS vs MSTU
-91.8%
+534.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -12.9% | +17.5% | +6.3% |
| 7D | +23.5% | -23.0% | +46.5% | +27.6% |
| 30D | -28.9% | -47.7% | +18.8% | -23.0% |
| 3M | -25.2% | +12.5% | -37.7% | -28.7% |
| 6M | -32.1% | -76.1% | +44.0% | -23.4% |
| YTD | -14.1% | -75.5% | +61.4% | -8.5% |
| 1Y | -24.1% | -90.1% | +66.0% | -9.8% |
| All | +442.5% | -91.8% | +534.3% | +451.9% |
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