-92.4%
MSTU vs CLBK
+39.2%
-131.6%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.5% | -4.5% | -4.3% |
| 7D | -25.8% | +0.9% | -26.7% | -26.6% |
| 30D | -43.9% | +3.4% | -47.3% | -46.5% |
| 3M | +2.9% | -4.3% | +7.2% | +8.4% |
| 6M | -75.5% | +28.4% | -103.9% | -83.2% |
| YTD | -76.7% | +59.4% | -136.1% | -88.1% |
| 1Y | -88.9% | +64.8% | -153.8% | -94.7% |
| All | -92.4% | +39.2% | -131.6% | -94.3% |
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