-85.6%
MSTU vs CNH
+41.2%
-126.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +4.0% | -7.2% | -6.5% |
| 7D | +21.3% | +23.3% | -2.0% | 0.0% |
| 30D | +90.8% | +33.5% | +57.4% | +46.1% |
| 3M | -6.8% | +32.7% | -39.5% | -30.4% |
| 6M | -39.8% | +22.2% | -62.0% | -52.3% |
| YTD | -55.7% | +57.7% | -113.4% | -75.4% |
| 1Y | -92.7% | +28.0% | -120.6% | -94.6% |
| All | -85.6% | +41.2% | -126.8% | -92.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling