-95.8%
MSTU vs CAI
-9.9%
-86.0%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.2% | +2.3% | +3.1% |
| 7D | -16.6% | -2.9% | -13.7% | -15.5% |
| 30D | +69.7% | +9.3% | +60.4% | +66.8% |
| 3M | -7.5% | +35.2% | -42.7% | -15.4% |
| 6M | -43.1% | +30.7% | -73.8% | -48.5% |
| YTD | -63.0% | -9.8% | -53.3% | -64.2% |
| 1Y | -93.8% | -28.9% | -64.9% | -93.9% |
| All | -95.8% | -9.9% | -86.0% | -96.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 10y: compounded portfolio wealth divided by compounded CAI 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…
10y analysis · Full analysis span regression · 6 months rolling