-90.3%
MSTU vs CFG
+73.5%
-163.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +2.9% | -8.0% | -9.9% |
| 7D | -9.3% | +0.3% | -9.6% | -9.1% |
| 30D | -38.3% | +3.2% | -41.5% | -40.4% |
| 3M | +24.0% | -9.7% | +33.7% | +46.4% |
| 6M | -72.1% | +3.6% | -75.7% | -75.3% |
| YTD | -70.2% | +14.7% | -84.9% | -78.2% |
| 1Y | -89.6% | +29.6% | -119.2% | -94.1% |
| All | -90.3% | +73.5% | -163.8% | -97.1% |
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 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