-88.0%
MSTU vs CGNX
+66.9%
-154.9%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.1% | -0.5% | +0.4% |
| 7D | -16.6% | +3.2% | -19.8% | -18.6% |
| 30D | +69.7% | +6.0% | +63.7% | +61.2% |
| 3M | -7.5% | +3.5% | -11.0% | -13.4% |
| 6M | -43.1% | +26.3% | -69.4% | -54.0% |
| YTD | -63.0% | +79.2% | -142.3% | -80.7% |
| 1Y | -93.8% | +43.8% | -137.6% | -95.7% |
| All | -88.0% | +66.9% | -154.9% | -94.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling