-92.7%
MSTU vs CHD
+7.1%
-99.7%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.1% | -3.2% |
| 7D | +21.3% | -2.7% | +24.0% | +20.2% |
| 30D | +90.8% | -4.6% | +95.4% | +88.0% |
| 3M | -6.8% | +5.0% | -11.8% | -5.4% |
| 6M | -39.8% | -3.2% | -36.6% | -38.0% |
| YTD | -55.7% | +18.6% | -74.3% | -58.3% |
| 1Y | -92.7% | +4.8% | -97.5% | -92.3% |
| All | -92.7% | +7.1% | -99.7% | -92.3% |
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