+37.8%
CME vs MSTU
-87.2%
+125.0%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.4% | +4.6% | -0.8% |
| 7D | -0.6% | +12.9% | -13.5% | -0.5% |
| 30D | +4.7% | +68.3% | -63.7% | +5.1% |
| 3M | +7.8% | +0.4% | +7.5% | +8.0% |
| 6M | -11.0% | -41.5% | +30.5% | -11.1% |
| YTD | +4.0% | -61.7% | +65.7% | +3.8% |
| 1Y | +9.1% | -93.7% | +102.8% | +6.7% |
| All | +37.8% | -87.2% | +125.0% | +39.4% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling