-91.0%
MSTU vs CG
+4.3%
-95.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -1.4% | -5.8% | -4.8% |
| 7D | -21.7% | +2.0% | -23.7% | -24.1% |
| 30D | -42.8% | +8.5% | -51.3% | -50.6% |
| 3M | +21.4% | -12.1% | +33.6% | +52.6% |
| 6M | -74.1% | -16.4% | -57.7% | -64.9% |
| YTD | -72.4% | -28.0% | -44.4% | -48.0% |
| 1Y | -90.1% | -18.9% | -71.2% | -84.9% |
| All | -91.0% | +4.3% | -95.4% | -92.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling