+76.0%
CVS vs MSTU
-88.1%
+164.1%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.8% | +6.7% | -0.1% |
| 7D | -2.0% | -22.0% | +20.1% | -1.9% |
| 30D | +1.9% | +60.3% | -58.4% | +1.5% |
| 3M | -2.2% | -3.7% | +1.5% | -2.2% |
| 6M | +26.7% | -45.2% | +71.9% | +26.8% |
| YTD | +22.9% | -64.3% | +87.2% | +22.8% |
| 1Y | +32.9% | -94.0% | +126.9% | +36.1% |
| All | +76.0% | -88.1% | +164.1% | +66.4% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling