-38.0%
CMG vs MSTU
-92.2%
+54.2%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.0% | +5.3% | +0.5% |
| 7D | +2.5% | -25.8% | +28.3% | +3.7% |
| 30D | +15.6% | -43.9% | +59.5% | +17.9% |
| 3M | +8.2% | +2.9% | +5.3% | +5.7% |
| 6M | +9.9% | -75.5% | +85.4% | +13.8% |
| YTD | -4.6% | -76.7% | +72.1% | -3.6% |
| 1Y | +12.4% | -88.9% | +101.4% | +17.5% |
| All | -38.0% | -92.2% | +54.2% | -36.1% |
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