-92.7%
MSTU vs CFG
+40.4%
-133.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.1% | -3.1% | -3.1% |
| 7D | +21.3% | +1.5% | +19.8% | +20.0% |
| 30D | +90.8% | -3.8% | +94.6% | +96.2% |
| 3M | -6.8% | +11.5% | -18.3% | -22.0% |
| 6M | -39.8% | +19.2% | -59.0% | -54.3% |
| YTD | -55.7% | +23.7% | -79.4% | -67.1% |
| 1Y | -92.7% | +38.8% | -131.5% | -95.1% |
| All | -92.7% | +40.4% | -133.1% | -95.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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