-95.9%
MSTU vs CAI
-11.0%
-85.0%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | 0.0% | -6.8% | -6.8% |
| 7D | -22.0% | -5.1% | -17.0% | -20.3% |
| 30D | +60.3% | +3.9% | +56.4% | +60.0% |
| 3M | -3.7% | +40.1% | -43.8% | -12.9% |
| 6M | -45.2% | +29.7% | -74.8% | -50.2% |
| YTD | -64.3% | -10.9% | -53.4% | -65.3% |
| 1Y | -94.0% | -28.0% | -66.0% | -94.1% |
| All | -95.9% | -11.0% | -85.0% | -96.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling