-88.9%
MSTU vs CF
+50.1%
-139.0%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.1% | -5.1% | -4.9% |
| 7D | -25.8% | +4.8% | -30.6% | -23.3% |
| 30D | -43.9% | +4.7% | -48.6% | -40.4% |
| 3M | +2.9% | +7.4% | -4.5% | +10.1% |
| 6M | -75.5% | +0.6% | -76.1% | -73.8% |
| YTD | -76.7% | +64.1% | -140.8% | -83.8% |
| 1Y | -88.9% | +51.4% | -140.4% | -91.8% |
| All | -88.9% | +50.1% | -139.0% | -91.8% |
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