-35.3%
CLS vs MSTU
-90.3%
+55.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -5.1% | +12.9% | +8.6% |
| 7D | -10.6% | -9.3% | -1.3% | -9.4% |
| 30D | -38.4% | -38.3% | -0.2% | -34.5% |
| 3M | -29.9% | +24.0% | -53.9% | -33.5% |
| 6M | -40.6% | -72.1% | +31.4% | -34.2% |
| YTD | -24.6% | -70.2% | +45.6% | -20.7% |
| All | -35.3% | -90.3% | +55.0% | -16.8% |
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