-36.7%
CMG vs MSTU
-87.2%
+50.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -5.4% | +2.9% | -2.3% |
| 7D | -6.5% | +12.9% | -19.4% | -7.3% |
| 30D | +12.1% | +68.3% | -56.2% | +8.4% |
| 3M | +20.6% | +0.4% | +20.2% | +18.6% |
| 6M | +2.1% | -41.5% | +43.6% | +1.7% |
| YTD | -2.6% | -61.7% | +59.1% | -2.6% |
| 1Y | -8.7% | -93.7% | +85.0% | -0.4% |
| All | -36.7% | -87.2% | +50.5% | -35.4% |
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 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