-87.2%
MSTU vs CP
+35.2%
-122.4%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +3.5% | +6.8% | +9.5% |
| 7D | -4.8% | +5.6% | -10.4% | -6.0% |
| 30D | -29.6% | +10.0% | -39.6% | -31.2% |
| 3M | +69.4% | +4.4% | +65.0% | +68.2% |
| 6M | -62.2% | +14.1% | -76.3% | -63.9% |
| YTD | -61.1% | +29.1% | -90.1% | -62.4% |
| 1Y | -87.2% | +34.6% | -121.7% | -88.4% |
| All | -87.2% | +35.2% | -122.4% | -88.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 1y: compounded portfolio wealth divided by compounded CP 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…
1y analysis · Full analysis span regression · 6 months rolling