+32.0%
CTVA vs MSTU
-88.0%
+119.9%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +10.3% | -7.1% | +3.2% |
| 7D | +8.2% | -4.8% | +13.1% | +8.2% |
| 30D | -1.0% | -29.6% | +28.5% | -1.1% |
| 3M | +4.6% | +69.4% | -64.8% | +4.3% |
| 6M | +0.5% | -62.2% | +62.7% | +1.4% |
| YTD | +22.7% | -61.1% | +83.8% | +24.4% |
| 1Y | +32.0% | -87.2% | +119.1% | +37.0% |
| All | +32.0% | -88.0% | +119.9% | +37.0% |
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