-88.4%
MSTU vs CLBK
+43.3%
-131.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +0.5% | -7.3% | -7.5% |
| 7D | -22.0% | -1.4% | -20.7% | -20.6% |
| 30D | +60.3% | +4.5% | +55.8% | +51.0% |
| 3M | -3.7% | +22.8% | -26.5% | -28.6% |
| 6M | -45.2% | +43.4% | -88.6% | -67.4% |
| YTD | -64.3% | +64.1% | -128.4% | -82.4% |
| 1Y | -94.0% | +67.6% | -161.6% | -97.2% |
| All | -88.4% | +43.3% | -131.7% | -91.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling