-76.1%
MSTU vs CG
-18.7%
-57.4%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -4.3% | -8.6% | -7.3% |
| 7D | -23.0% | -1.5% | -21.5% | -21.7% |
| 30D | -47.7% | +5.7% | -53.4% | -50.9% |
| 3M | +12.5% | -17.9% | +30.4% | +49.7% |
| 6M | -76.1% | -20.2% | -55.9% | -63.8% |
| All | -76.1% | -18.7% | -57.4% | -63.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling