+50.5%
CTVA vs MSTU
-87.2%
+137.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.4% | +4.1% | -1.2% |
| 7D | -5.8% | +12.9% | -18.7% | -6.1% |
| 30D | +11.1% | +68.3% | -57.3% | +9.4% |
| 3M | +13.2% | +0.4% | +12.9% | +12.4% |
| 6M | +8.7% | -41.5% | +50.2% | +8.8% |
| YTD | +27.3% | -61.7% | +89.0% | +27.7% |
| 1Y | +18.0% | -93.7% | +111.7% | +24.3% |
| All | +50.5% | -87.2% | +137.7% | +48.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling