-58.3%
CSGP vs MSTU
-89.4%
+31.1%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -18.3% | +16.6% | -0.9% |
| 7D | +13.9% | -18.2% | +32.1% | +14.6% |
| 30D | +16.0% | -42.7% | +58.7% | +18.0% |
| 3M | +6.1% | +37.0% | -30.9% | +2.7% |
| 6M | -8.2% | -70.1% | +61.9% | -5.9% |
| YTD | -52.3% | -68.2% | +15.8% | -52.2% |
| 1Y | -54.5% | -90.1% | +35.6% | -52.1% |
| All | -58.3% | -89.4% | +31.1% | -59.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling