+38.9%
CME vs MSTU
-86.5%
+125.4%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -8.6% | +7.6% | -1.1% |
| 7D | -2.9% | +16.1% | -19.0% | -2.8% |
| 30D | +5.5% | +68.7% | -63.1% | +6.0% |
| 3M | +11.0% | -11.0% | +22.0% | +11.0% |
| 6M | -9.7% | -33.4% | +23.7% | -9.7% |
| YTD | +4.9% | -59.5% | +64.4% | +4.7% |
| 1Y | +10.1% | -93.4% | +103.4% | +7.7% |
| All | +38.9% | -86.5% | +125.4% | +40.6% |
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