+413.2%
CLS vs MSTU
-92.2%
+505.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -5.0% | -0.4% | -4.7% |
| 7D | +16.3% | -25.8% | +42.1% | +20.7% |
| 30D | -25.7% | -43.9% | +18.2% | -20.3% |
| 3M | -30.9% | +2.9% | -33.8% | -33.3% |
| 6M | -35.5% | -75.5% | +40.0% | -27.4% |
| YTD | -18.7% | -76.7% | +58.0% | -12.8% |
| 1Y | -17.9% | -88.9% | +71.0% | -3.9% |
| All | +413.2% | -92.2% | +505.4% | +425.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling