-57.6%
CSGP vs MSTU
-87.0%
+29.4%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +10.3% | -6.3% | +3.6% |
| 7D | +18.3% | -4.8% | +23.1% | +18.4% |
| 30D | +17.8% | -29.6% | +47.3% | +18.9% |
| 3M | +9.3% | +69.4% | -60.1% | +5.0% |
| 6M | -7.9% | -62.2% | +54.3% | -6.5% |
| YTD | -51.5% | -61.1% | +9.5% | -51.8% |
| 1Y | -53.3% | -87.2% | +33.8% | -51.3% |
| All | -57.6% | -87.0% | +29.4% | -59.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling