-22.5%
CPRT vs MSTU
-90.8%
+68.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -12.9% | +12.4% | -0.3% |
| 7D | -1.5% | -23.0% | +21.5% | -1.0% |
| 30D | +21.4% | -47.7% | +69.0% | +22.5% |
| 3M | +10.4% | +12.5% | -2.1% | +9.7% |
| 6M | -4.3% | -76.1% | +71.8% | -3.0% |
| YTD | -18.3% | -75.5% | +57.2% | -18.9% |
| 1Y | -22.5% | -90.1% | +67.6% | -25.8% |
| All | -22.5% | -90.8% | +68.3% | -25.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling