-92.7%
MSTU vs CLBK
+73.3%
-166.0%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.2% | -3.2% |
| 7D | +21.3% | +1.2% | +20.1% | +20.4% |
| 30D | +90.8% | +9.1% | +81.7% | +76.4% |
| 3M | -6.8% | +27.7% | -34.5% | -26.7% |
| 6M | -39.8% | +40.8% | -80.7% | -57.3% |
| YTD | -55.7% | +66.4% | -122.1% | -71.3% |
| 1Y | -92.7% | +72.4% | -165.0% | -95.2% |
| All | -92.7% | +73.3% | -166.0% | -95.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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