-92.7%
MSTU vs CGNX
+42.4%
-135.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.4% | -5.6% | -4.6% |
| 7D | +21.3% | +3.0% | +18.4% | +19.5% |
| 30D | +90.8% | -11.8% | +102.7% | +105.9% |
| 3M | -6.8% | -3.6% | -3.2% | -6.7% |
| 6M | -39.8% | +17.4% | -57.2% | -46.4% |
| YTD | -55.7% | +73.7% | -129.4% | -73.2% |
| 1Y | -92.7% | +41.5% | -134.2% | -94.4% |
| All | -92.7% | +42.4% | -135.1% | -94.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 1y: compounded portfolio wealth divided by compounded CGNX 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…
1y analysis · Full analysis span regression · 6 months rolling