+41.9%
CMI vs MSTU
-92.8%
+134.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -3.2% | +6.0% | +3.0% |
| 7D | -0.7% | +21.3% | -22.1% | -2.2% |
| 30D | -13.4% | +90.8% | -104.3% | -17.9% |
| 3M | -17.0% | -6.8% | -10.2% | -17.6% |
| 6M | -1.6% | -39.8% | +38.2% | -0.6% |
| YTD | +11.0% | -55.7% | +66.7% | +10.0% |
| 1Y | +41.9% | -92.7% | +134.6% | +57.1% |
| All | +41.9% | -92.8% | +134.7% | +57.1% |
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 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