-89.8%
MSTU vs CFG
+68.6%
-158.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | +0.1% |
| 7D | -4.3% | -0.9% | -3.4% | -1.8% |
| 30D | -34.6% | +1.1% | -35.6% | -34.4% |
| 3M | +39.0% | -12.0% | +51.0% | +72.0% |
| 6M | -70.5% | -2.2% | -68.3% | -71.0% |
| YTD | -68.6% | +11.4% | -80.0% | -75.8% |
| 1Y | -88.6% | +27.8% | -116.5% | -93.4% |
| All | -89.8% | +68.6% | -158.3% | -96.7% |
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