-59.8%
CSGP vs MSTU
-85.2%
+25.4%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.2% | +0.7% | -2.3% |
| 7D | -4.1% | +21.3% | -25.4% | -5.1% |
| 30D | +2.3% | +90.8% | -88.5% | -1.3% |
| 3M | -8.2% | -6.8% | -1.4% | -9.4% |
| 6M | -35.1% | -39.8% | +4.8% | -35.4% |
| YTD | -54.0% | -55.7% | +1.7% | -54.1% |
| 1Y | -65.3% | -92.7% | +27.4% | -62.7% |
| All | -59.8% | -85.2% | +25.4% | -61.5% |
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