-36.4%
CMG vs MSTU
-87.7%
+51.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.6% | -3.4% | 0.0% |
| 7D | -2.1% | -16.6% | +14.5% | -1.3% |
| 30D | +10.9% | +69.7% | -58.8% | +7.2% |
| 3M | +15.8% | -7.5% | +23.3% | +14.4% |
| 6M | +6.9% | -43.1% | +50.1% | +6.6% |
| YTD | -2.2% | -63.0% | +60.9% | -2.0% |
| 1Y | -7.1% | -93.8% | +86.7% | +1.4% |
| All | -36.4% | -87.7% | +51.2% | -35.0% |
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 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