-87.2%
MSTU vs CNH
+15.2%
-102.4%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -0.2% | +10.5% | +10.4% |
| 7D | -4.8% | +6.5% | -11.3% | -6.9% |
| 30D | -29.6% | -12.0% | -17.6% | -26.7% |
| 3M | +69.4% | +4.4% | +65.0% | +66.0% |
| 6M | -62.2% | +15.7% | -77.9% | -63.9% |
| YTD | -61.1% | +28.2% | -89.3% | -62.9% |
| 1Y | -87.2% | +14.8% | -101.9% | -88.1% |
| All | -87.2% | +15.2% | -102.4% | -88.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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