-70.5%
MSTU vs CF
-1.3%
-69.2%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -0.6% |
| 7D | -4.3% | -3.2% | -1.1% | -4.7% |
| 30D | -34.6% | +4.3% | -38.9% | -28.9% |
| 3M | +39.0% | +2.8% | +36.2% | +46.0% |
| 6M | -70.5% | +0.6% | -71.1% | -68.6% |
| All | -70.5% | -1.3% | -69.2% | -68.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling