-36.4%
CPRT vs MSTU
-90.1%
+53.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.1% | +6.6% | +1.7% |
| 7D | +1.6% | -9.3% | +10.9% | +1.9% |
| 30D | +18.8% | -38.3% | +57.1% | +20.1% |
| 3M | +9.4% | +24.0% | -14.6% | +7.5% |
| 6M | -4.4% | -72.1% | +67.7% | -2.3% |
| YTD | -17.1% | -70.2% | +53.1% | -16.9% |
| 1Y | -19.9% | -89.6% | +69.7% | -16.8% |
| All | -36.4% | -90.1% | +53.7% | -38.2% |
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