-87.2%
MSTU vs CF
+35.9%
-123.1%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -4.4% | +14.7% | +7.8% |
| 7D | -4.8% | -6.9% | +2.0% | -7.8% |
| 30D | -29.6% | -3.7% | -25.8% | -30.3% |
| 3M | +69.4% | -5.0% | +74.3% | +66.1% |
| 6M | -62.2% | -10.5% | -51.8% | -63.1% |
| YTD | -61.1% | +46.5% | -107.6% | -77.3% |
| 1Y | -87.2% | +34.8% | -122.0% | -91.5% |
| All | -87.2% | +35.9% | -123.1% | -91.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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