+1.5%
CMI vs MSTU
-39.0%
+40.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.4% | +4.2% | -1.1% |
| 7D | +0.7% | +12.9% | -12.2% | +0.2% |
| 30D | -12.3% | +68.3% | -80.6% | -14.3% |
| 3M | -16.8% | +0.4% | -17.2% | -16.4% |
| 6M | +1.5% | -41.5% | +43.0% | +2.1% |
| All | +1.5% | -39.0% | +40.6% | +2.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling