-87.5%
MSTU vs CFG
+83.4%
-171.0%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.9% | -4.5% | -4.0% |
| 7D | +12.9% | -0.6% | +13.5% | +14.9% |
| 30D | +68.3% | -4.5% | +72.9% | +78.8% |
| 3M | +0.4% | +6.3% | -5.9% | -14.4% |
| 6M | -41.5% | +20.6% | -62.1% | -61.0% |
| YTD | -61.7% | +21.2% | -83.0% | -74.8% |
| 1Y | -93.7% | +38.2% | -131.8% | -96.8% |
| All | -87.5% | +83.4% | -171.0% | -96.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling