-88.4%
MSTU vs CG
+7.8%
-96.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -2.4% | -4.4% | -2.8% |
| 7D | -22.0% | -9.8% | -12.2% | -6.6% |
| 30D | +60.3% | -10.3% | +70.6% | +95.0% |
| 3M | -3.7% | -1.7% | -2.1% | -2.2% |
| 6M | -45.2% | -9.8% | -35.4% | -34.2% |
| YTD | -64.3% | -25.6% | -38.7% | -36.3% |
| 1Y | -94.0% | -32.5% | -61.5% | -87.4% |
| All | -88.4% | +7.8% | -96.2% | -90.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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