-87.5%
MSTU vs CNH
+36.3%
-123.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.2% | -7.6% | -7.3% |
| 7D | +12.9% | +1.8% | +11.1% | +11.3% |
| 30D | +68.3% | +32.6% | +35.7% | +29.4% |
| 3M | +0.4% | +29.4% | -29.1% | -23.5% |
| 6M | -41.5% | +26.0% | -67.5% | -56.3% |
| YTD | -61.7% | +52.2% | -113.9% | -78.1% |
| 1Y | -93.7% | +23.9% | -117.5% | -95.2% |
| All | -87.5% | +36.3% | -123.8% | -93.2% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling