-90.3%
MSTU vs CART
+52.4%
-142.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +0.6% | -5.7% | -5.5% |
| 7D | -9.3% | +1.5% | -10.8% | -9.8% |
| 30D | -38.3% | +22.4% | -60.7% | -47.4% |
| 3M | +24.0% | +16.5% | +7.5% | +10.7% |
| 6M | -72.1% | +44.9% | -117.0% | -79.5% |
| YTD | -70.2% | +30.0% | -100.2% | -76.2% |
| 1Y | -89.6% | +59.1% | -148.7% | -93.0% |
| All | -90.3% | +52.4% | -142.7% | -93.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling