-35.1%
CMG vs MSTU
-86.5%
+51.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -8.6% | +8.6% | +0.4% |
| 7D | -1.5% | +16.1% | -17.6% | -2.4% |
| 30D | +12.7% | +68.7% | -55.9% | +9.0% |
| 3M | +26.3% | -11.0% | +37.3% | +24.8% |
| 6M | +4.5% | -33.4% | +37.9% | +3.4% |
| YTD | -0.1% | -59.5% | +59.4% | -0.4% |
| 1Y | -6.8% | -93.4% | +86.6% | +1.5% |
| All | -35.1% | -86.5% | +51.4% | -33.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling