-54.6%
CSGP vs MSTU
-90.0%
+35.3%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.4% | -3.3% | -4.6% |
| 7D | +1.3% | -4.3% | +5.5% | +1.3% |
| 30D | +10.7% | -34.6% | +45.3% | +11.5% |
| 3M | +3.3% | +39.0% | -35.8% | +0.2% |
| 6M | -10.3% | -70.5% | +60.2% | -8.3% |
| YTD | -54.6% | -68.6% | +14.1% | -52.8% |
| 1Y | -54.6% | -88.6% | +34.0% | -51.3% |
| All | -54.6% | -90.0% | +35.3% | -51.3% |
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