-86.8%
MSTU vs CFG
+85.1%
-171.9%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -1.1% | -7.5% | -6.9% |
| 7D | +16.1% | +2.7% | +13.5% | +12.0% |
| 30D | +68.7% | -3.7% | +72.3% | +76.5% |
| 3M | -11.0% | +9.5% | -20.5% | -28.5% |
| 6M | -33.4% | +22.2% | -55.6% | -56.6% |
| YTD | -59.5% | +22.3% | -81.8% | -73.7% |
| 1Y | -93.4% | +39.4% | -132.8% | -96.7% |
| All | -86.8% | +85.1% | -171.9% | -96.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling