+91.1%
CMI vs MSTU
-87.2%
+178.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.4% | +4.2% | -0.9% |
| 7D | +0.7% | +12.9% | -12.2% | -0.3% |
| 30D | -12.3% | +68.3% | -80.6% | -15.8% |
| 3M | -16.8% | +0.4% | -17.2% | -18.4% |
| 6M | +1.5% | -41.5% | +43.0% | +1.6% |
| YTD | +9.8% | -61.7% | +71.5% | +10.1% |
| 1Y | +42.6% | -93.7% | +136.2% | +55.6% |
| All | +91.1% | -87.2% | +178.3% | +83.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling