-36.5%
CMG vs MSTU
-88.1%
+51.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.8% | +7.1% | +0.6% |
| 7D | -3.8% | -22.0% | +18.2% | -2.8% |
| 30D | +12.9% | +60.3% | -47.4% | +9.4% |
| 3M | +18.8% | -3.7% | +22.5% | +17.0% |
| 6M | +4.1% | -45.2% | +49.2% | +3.9% |
| YTD | -2.4% | -64.3% | +62.0% | -2.0% |
| 1Y | -6.7% | -94.0% | +87.4% | +2.1% |
| All | -36.5% | -88.1% | +51.5% | -35.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling