-91.0%
MSTU vs CART
+52.4%
-143.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | 0.0% | -7.3% | -7.3% |
| 7D | -21.7% | +0.3% | -22.0% | -21.6% |
| 30D | -42.8% | +22.4% | -65.2% | -51.2% |
| 3M | +21.4% | +15.6% | +5.8% | +9.0% |
| 6M | -74.1% | +44.9% | -119.0% | -81.0% |
| YTD | -72.4% | +30.0% | -102.4% | -78.0% |
| 1Y | -90.1% | +56.6% | -146.7% | -93.2% |
| All | -91.0% | +52.4% | -143.4% | -94.3% |
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