-92.7%
MSTU vs CAKE
+76.8%
-169.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.4% | -3.5% | -3.3% |
| 7D | +21.3% | -4.0% | +25.3% | +22.5% |
| 30D | +90.8% | +2.4% | +88.4% | +84.7% |
| 3M | -6.8% | +69.0% | -75.7% | -34.9% |
| 6M | -39.8% | +69.3% | -109.1% | -58.9% |
| YTD | -55.7% | +115.8% | -171.5% | -75.1% |
| 1Y | -92.7% | +79.3% | -172.0% | -94.5% |
| All | -92.7% | +76.8% | -169.4% | -94.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAKE.
Daily Out/Under-Performance
Portfolio return minus CAKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAKE 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 1y: compounded portfolio wealth divided by compounded CAKE 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…
1y analysis · Full analysis span regression · 6 months rolling