+12.4%
CMG vs MSTU
-90.4%
+102.9%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.0% | +5.3% | +0.4% |
| 7D | +2.5% | -25.8% | +28.3% | +3.2% |
| 30D | +15.6% | -43.9% | +59.5% | +16.8% |
| 3M | +8.2% | +2.9% | +5.3% | +6.2% |
| 6M | +9.9% | -75.5% | +85.4% | +12.2% |
| YTD | -4.6% | -76.7% | +72.1% | -5.2% |
| 1Y | +12.4% | -88.9% | +101.4% | +8.2% |
| All | +12.4% | -90.4% | +102.9% | +8.2% |
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