-89.8%
MSTU vs CART
+51.5%
-141.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.8% |
| 7D | -4.3% | +3.0% | -7.2% | -5.8% |
| 30D | -34.6% | +28.6% | -63.1% | -46.3% |
| 3M | +39.0% | +29.1% | +10.0% | +15.1% |
| 6M | -70.5% | +44.7% | -115.2% | -78.3% |
| YTD | -68.6% | +29.2% | -97.8% | -74.9% |
| 1Y | -88.6% | +66.2% | -154.8% | -92.6% |
| All | -89.8% | +51.5% | -141.3% | -93.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling