-88.0%
MSTU vs CAKE
+178.2%
-266.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.5% | +2.1% | +2.4% |
| 7D | -16.6% | -4.5% | -12.1% | -13.3% |
| 30D | +69.7% | -12.4% | +82.1% | +85.4% |
| 3M | -7.5% | +37.3% | -44.8% | -37.6% |
| 6M | -43.1% | +70.7% | -113.8% | -70.1% |
| YTD | -63.0% | +106.0% | -169.0% | -85.2% |
| 1Y | -93.8% | +79.7% | -173.4% | -97.0% |
| All | -88.0% | +178.2% | -266.2% | -96.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling