-85.6%
MSTU vs CART
+33.1%
-118.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.3% | -1.9% | -2.2% |
| 7D | +21.3% | +1.0% | +20.3% | +20.5% |
| 30D | +90.8% | +12.6% | +78.2% | +75.5% |
| 3M | -6.8% | +23.1% | -29.9% | -21.5% |
| 6M | -39.8% | +39.5% | -79.4% | -55.1% |
| YTD | -55.7% | +13.5% | -69.2% | -60.8% |
| 1Y | -92.7% | +14.9% | -107.5% | -93.7% |
| All | -85.6% | +33.1% | -118.7% | -89.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling