+6.0%
CMS vs MSTU
-91.8%
+97.8%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -12.9% | +12.3% | -0.7% |
| 7D | -1.3% | -23.0% | +21.7% | -1.5% |
| 30D | +5.3% | -47.7% | +52.9% | +4.8% |
| 3M | -0.3% | +12.5% | -12.8% | -0.1% |
| 6M | -4.0% | -76.1% | +72.0% | -4.2% |
| YTD | +2.1% | -75.5% | +77.6% | +2.2% |
| 1Y | -4.7% | -90.1% | +85.3% | -4.9% |
| All | +6.0% | -91.8% | +97.8% | +7.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling