-95.4%
MSTU vs CAI
-8.1%
-87.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -1.0% | -7.6% | -8.2% |
| 7D | +16.1% | +0.2% | +16.0% | +16.4% |
| 30D | +68.7% | +9.1% | +59.5% | +65.3% |
| 3M | -11.0% | +53.8% | -64.8% | -22.4% |
| 6M | -33.4% | +33.5% | -66.9% | -40.2% |
| YTD | -59.5% | -8.0% | -51.5% | -61.1% |
| 1Y | -93.4% | -28.7% | -64.7% | -93.5% |
| All | -95.4% | -8.1% | -87.3% | -95.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling