-88.0%
MSTU vs CHD
-6.9%
-81.0%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.2% | +3.4% | +3.7% |
| 7D | -16.6% | -4.5% | -12.1% | -18.6% |
| 30D | +69.7% | -6.7% | +76.4% | +64.2% |
| 3M | -7.5% | -2.7% | -4.8% | -8.2% |
| 6M | -43.1% | -4.9% | -38.2% | -43.3% |
| YTD | -63.0% | +13.3% | -76.4% | -61.4% |
| 1Y | -93.8% | +1.0% | -94.8% | -93.9% |
| All | -88.0% | -6.9% | -81.0% | -87.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling