-93.8%
MSTU vs CAKE
+78.0%
-171.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.5% | +2.1% | +3.2% |
| 7D | -16.6% | -4.5% | -12.1% | -15.5% |
| 30D | +69.7% | -12.4% | +82.1% | +75.0% |
| 3M | -7.5% | +37.3% | -44.8% | -26.0% |
| 6M | -43.1% | +70.7% | -113.8% | -62.0% |
| YTD | -63.0% | +106.0% | -169.0% | -79.2% |
| 1Y | -93.8% | +79.7% | -173.4% | -95.8% |
| All | -93.8% | +78.0% | -171.8% | -95.8% |
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