-85.6%
MSTU vs CG
+17.5%
-103.1%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.6% | -1.5% | -0.4% |
| 7D | +21.3% | -4.3% | +25.6% | +31.7% |
| 30D | +90.8% | -5.1% | +95.9% | +109.1% |
| 3M | -6.8% | +8.7% | -15.4% | -21.8% |
| 6M | -39.8% | -9.2% | -30.6% | -28.1% |
| YTD | -55.7% | -18.9% | -36.8% | -32.1% |
| 1Y | -92.7% | -25.6% | -67.0% | -87.1% |
| All | -85.6% | +17.5% | -103.1% | -90.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling