-90.1%
MSTU vs CGNX
+19.2%
-109.2%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | -10.5% | -7.8% | -12.1% |
| 7D | -18.2% | -19.5% | +1.2% | -7.0% |
| 30D | -42.7% | -28.4% | -14.3% | -30.1% |
| 3M | +37.0% | -32.7% | +69.7% | +72.0% |
| 6M | -70.1% | -19.0% | -51.0% | -66.4% |
| YTD | -68.2% | +32.6% | -100.8% | -75.7% |
| 1Y | -90.1% | +18.0% | -108.1% | -91.7% |
| All | -90.1% | +19.2% | -109.2% | -91.7% |
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