-90.3%
MSTU vs CNH
+25.7%
-116.0%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +10.9% | -16.0% | -13.5% |
| 7D | -9.3% | +8.6% | -17.8% | -15.5% |
| 30D | -38.3% | +12.6% | -50.8% | -44.4% |
| 3M | +24.0% | +17.5% | +6.5% | +4.7% |
| 6M | -72.1% | +18.1% | -90.2% | -77.9% |
| YTD | -70.2% | +40.4% | -110.6% | -81.9% |
| 1Y | -89.6% | +34.0% | -123.6% | -93.4% |
| All | -90.3% | +25.7% | -116.0% | -94.4% |
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