+6.5%
CMS vs MSTU
-90.1%
+96.5%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.1% | +5.6% | +0.5% |
| 7D | -0.9% | -9.3% | +8.4% | -1.0% |
| 30D | +7.1% | -38.3% | +45.3% | +6.7% |
| 3M | -1.3% | +24.0% | -25.3% | -0.9% |
| 6M | -2.7% | -72.1% | +69.4% | -2.6% |
| YTD | +2.6% | -70.2% | +72.8% | +2.8% |
| 1Y | -2.0% | -89.6% | +87.6% | -2.1% |
| All | +6.5% | -90.1% | +96.5% | +7.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling