-86.8%
MSTU vs CNH
+33.3%
-120.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -5.6% | -3.1% | -4.0% |
| 7D | +16.1% | +8.8% | +7.3% | +7.7% |
| 30D | +68.7% | +24.7% | +44.0% | +37.0% |
| 3M | -11.0% | +27.3% | -38.3% | -31.3% |
| 6M | -33.4% | +23.2% | -56.5% | -49.2% |
| YTD | -59.5% | +48.9% | -108.4% | -76.4% |
| 1Y | -93.4% | +19.4% | -112.8% | -94.7% |
| All | -86.8% | +33.3% | -120.2% | -92.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling