+11.6%
CTVA vs MSTU
-92.2%
+103.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -5.0% | +7.6% | +2.7% |
| 7D | -20.8% | -25.8% | +5.0% | -20.2% |
| 30D | -29.6% | -43.9% | +14.2% | -28.9% |
| 3M | -16.9% | +2.9% | -19.8% | -17.6% |
| 6M | -24.3% | -75.5% | +51.2% | -22.7% |
| YTD | -5.6% | -76.7% | +71.1% | -4.7% |
| 1Y | -4.2% | -88.9% | +84.8% | -1.3% |
| All | +11.6% | -92.2% | +103.8% | +10.9% |
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