-85.6%
MSTU vs CF
+70.1%
-155.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.2% | +0.1% | -3.0% |
| 7D | +21.3% | +6.0% | +15.3% | +20.7% |
| 30D | +90.8% | +14.8% | +76.0% | +89.1% |
| 3M | -6.8% | +14.1% | -20.8% | -7.8% |
| 6M | -39.8% | +28.5% | -68.4% | -49.8% |
| YTD | -55.7% | +74.9% | -130.6% | -70.2% |
| 1Y | -92.7% | +61.7% | -154.4% | -94.8% |
| All | -85.6% | +70.1% | -155.7% | -90.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling