-85.6%
MSTU vs CFG
+87.2%
-172.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.1% | -3.1% | -3.0% |
| 7D | +21.3% | +1.5% | +19.8% | +18.9% |
| 30D | +90.8% | -3.8% | +94.6% | +100.2% |
| 3M | -6.8% | +11.5% | -18.3% | -27.4% |
| 6M | -39.8% | +19.2% | -59.0% | -58.7% |
| YTD | -55.7% | +23.7% | -79.4% | -71.8% |
| 1Y | -92.7% | +38.8% | -131.5% | -96.3% |
| All | -85.6% | +87.2% | -172.7% | -96.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling