-91.0%
MSTU vs CF
+56.1%
-147.1%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +2.6% | -9.8% | -6.9% |
| 7D | -21.7% | +4.8% | -26.5% | -20.9% |
| 30D | -42.8% | +9.7% | -52.5% | -42.0% |
| 3M | +21.4% | +1.2% | +20.2% | +21.5% |
| 6M | -74.1% | +7.4% | -81.5% | -74.4% |
| YTD | -72.4% | +60.5% | -132.9% | -81.3% |
| 1Y | -90.1% | +50.7% | -140.8% | -93.0% |
| All | -91.0% | +56.1% | -147.1% | -94.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling