+9.3%
CME vs MSTU
-92.8%
+102.0%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.2% | +2.9% | -0.3% |
| 7D | -1.6% | +21.3% | -22.9% | -1.7% |
| 30D | +6.2% | +90.8% | -84.6% | +5.9% |
| 3M | +10.4% | -6.8% | +17.2% | +10.1% |
| 6M | -9.5% | -39.8% | +30.3% | -9.8% |
| YTD | +6.0% | -55.7% | +61.7% | +6.0% |
| 1Y | +9.3% | -92.7% | +101.9% | +7.0% |
| All | +9.3% | -92.8% | +102.0% | +7.0% |
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