-75.7%
MSTU vs CNH
+18.0%
-93.7%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.9% | 0.0% | +1.7% |
| 7D | -27.7% | +6.7% | -34.4% | -28.0% |
| 30D | -40.3% | +7.2% | -47.5% | -40.3% |
| 3M | +26.4% | +17.5% | +8.9% | +27.0% |
| 6M | -75.7% | +15.0% | -90.7% | -75.2% |
| All | -75.7% | +18.0% | -93.7% | -75.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling