-91.0%
MSTU vs CNH
+20.2%
-111.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -4.4% | -2.9% | -3.9% |
| 7D | -21.7% | +4.5% | -26.3% | -24.8% |
| 30D | -42.8% | +7.6% | -50.4% | -46.5% |
| 3M | +21.4% | +17.0% | +4.4% | +2.5% |
| 6M | -74.1% | +12.9% | -87.0% | -78.7% |
| YTD | -72.4% | +34.3% | -106.6% | -82.6% |
| 1Y | -90.1% | +28.5% | -118.6% | -93.5% |
| All | -91.0% | +20.2% | -111.2% | -94.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling