-86.8%
MSTU vs CHD
-4.6%
-82.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -2.0% | -6.6% | -9.6% |
| 7D | +16.1% | -2.9% | +19.1% | +14.5% |
| 30D | +68.7% | -6.2% | +74.9% | +63.7% |
| 3M | -11.0% | +1.6% | -12.5% | -9.7% |
| 6M | -33.4% | -3.5% | -29.8% | -33.0% |
| YTD | -59.5% | +16.2% | -75.7% | -57.1% |
| 1Y | -93.4% | +3.4% | -96.8% | -93.4% |
| All | -86.8% | -4.6% | -82.2% | -86.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling