+37.4%
CMI vs MSTU
-93.8%
+131.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.6% | -2.4% | +1.0% |
| 7D | -0.7% | -16.6% | +15.9% | +0.3% |
| 30D | -12.4% | +69.7% | -82.1% | -16.4% |
| 3M | -14.8% | -7.5% | -7.3% | -15.6% |
| 6M | +0.8% | -43.1% | +43.9% | +1.8% |
| YTD | +10.2% | -63.0% | +73.2% | +10.3% |
| 1Y | +37.4% | -93.8% | +131.2% | +53.9% |
| All | +37.4% | -93.8% | +131.3% | +53.9% |
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 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