-92.4%
MSTU vs CHD
+12.0%
-104.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +1.4% | -6.4% | -4.3% |
| 7D | -25.8% | +3.6% | -29.4% | -24.3% |
| 30D | -43.9% | +10.4% | -54.3% | -40.5% |
| 3M | +2.9% | +12.2% | -9.3% | +10.0% |
| 6M | -75.5% | +19.9% | -95.4% | -72.7% |
| YTD | -76.7% | +36.4% | -113.1% | -73.1% |
| 1Y | -88.9% | +35.1% | -124.1% | -87.2% |
| All | -92.4% | +12.0% | -104.4% | -91.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling