-92.7%
MSTU vs CART
+14.4%
-107.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.3% | -1.9% | -2.5% |
| 7D | +21.3% | +1.0% | +20.3% | +20.7% |
| 30D | +90.8% | +12.6% | +78.2% | +79.6% |
| 3M | -6.8% | +23.1% | -29.9% | -18.1% |
| 6M | -39.8% | +39.5% | -79.4% | -51.5% |
| YTD | -55.7% | +13.5% | -69.2% | -64.0% |
| 1Y | -92.7% | +14.9% | -107.5% | -94.1% |
| All | -92.7% | +14.4% | -107.1% | -94.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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