-86.8%
MSTU vs CG
+15.0%
-101.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -2.2% | -6.5% | -4.9% |
| 7D | +16.1% | -1.3% | +17.4% | +19.6% |
| 30D | +68.7% | -3.2% | +71.8% | +79.6% |
| 3M | -11.0% | +6.2% | -17.2% | -22.2% |
| 6M | -33.4% | -4.7% | -28.7% | -27.3% |
| YTD | -59.5% | -20.6% | -38.9% | -35.4% |
| 1Y | -93.4% | -26.4% | -67.0% | -88.1% |
| All | -86.8% | +15.0% | -101.8% | -90.7% |
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