-87.5%
MSTU vs CLBK
+42.5%
-130.1%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.3% | -4.1% | -3.8% |
| 7D | +12.9% | -1.5% | +14.4% | +15.4% |
| 30D | +68.3% | +6.7% | +61.7% | +54.2% |
| 3M | +0.4% | +21.2% | -20.8% | -24.2% |
| 6M | -41.5% | +42.0% | -83.5% | -64.7% |
| YTD | -61.7% | +63.3% | -125.0% | -80.9% |
| 1Y | -93.7% | +65.4% | -159.0% | -96.9% |
| All | -87.5% | +42.5% | -130.1% | -90.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling