+341.3%
CLS vs MSTU
-89.5%
+430.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +0.7% |
| 7D | -22.2% | -4.3% | -17.9% | -21.8% |
| 30D | -44.4% | -34.6% | -9.8% | -41.4% |
| 3M | -34.3% | +39.0% | -73.3% | -39.0% |
| 6M | -50.1% | -70.5% | +20.4% | -45.2% |
| YTD | -30.1% | -68.6% | +38.5% | -27.8% |
| 1Y | -39.3% | -88.6% | +49.3% | -29.2% |
| All | +341.3% | -89.5% | +430.9% | +335.6% |
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 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