+77.4%
CVS vs MSTU
-86.5%
+163.9%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -8.6% | +7.9% | -0.7% |
| 7D | -1.6% | +16.1% | -17.7% | -1.6% |
| 30D | +0.4% | +68.7% | -68.3% | 0.0% |
| 3M | -0.4% | -11.0% | +10.6% | -0.4% |
| 6M | +25.1% | -33.4% | +58.5% | +25.0% |
| YTD | +23.9% | -59.5% | +83.4% | +23.8% |
| 1Y | +41.1% | -93.4% | +134.4% | +44.4% |
| All | +77.4% | -86.5% | +163.9% | +67.7% |
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