-87.2%
MSTU vs CHD
+30.9%
-118.1%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +2.6% | +7.7% | +12.5% |
| 7D | -4.8% | +6.9% | -11.8% | +0.9% |
| 30D | -29.6% | +17.1% | -46.7% | -19.2% |
| 3M | +69.4% | +9.1% | +60.3% | +83.5% |
| 6M | -62.2% | +21.4% | -83.6% | -55.1% |
| YTD | -61.1% | +34.9% | -95.9% | -53.1% |
| 1Y | -87.2% | +31.0% | -118.2% | -85.0% |
| All | -87.2% | +30.9% | -118.1% | -85.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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