+37.2%
CME vs MSTU
-87.2%
+124.4%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.4% | +4.2% | -1.3% |
| 7D | -1.1% | +12.9% | -14.0% | -1.0% |
| 30D | +4.2% | +68.3% | -64.2% | +4.6% |
| 3M | +7.3% | +0.4% | +7.0% | +7.5% |
| 6M | -11.4% | -41.5% | +30.1% | -11.5% |
| YTD | +3.5% | -61.7% | +65.2% | +3.3% |
| 1Y | +8.6% | -93.7% | +102.3% | +6.2% |
| All | +37.2% | -87.2% | +124.4% | +38.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling