-89.3%
MSTU vs CART
+54.8%
-144.1%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.4% |
| 7D | -27.7% | -0.6% | -27.1% | -27.2% |
| 30D | -40.3% | +23.1% | -63.4% | -48.8% |
| 3M | +26.4% | +19.2% | +7.2% | +11.7% |
| 6M | -75.7% | +45.7% | -121.4% | -81.9% |
| YTD | -71.9% | +30.9% | -102.7% | -81.4% |
| 1Y | -89.3% | +50.2% | -139.5% | -92.9% |
| All | -89.3% | +54.8% | -144.1% | -92.9% |
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