-90.3%
MSTU vs CP
+10.2%
-100.5%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +2.0% | -7.1% | -7.9% |
| 7D | -9.3% | +2.8% | -12.1% | -12.5% |
| 30D | -38.3% | +11.3% | -49.6% | -47.6% |
| 3M | +24.0% | +2.9% | +21.2% | +19.4% |
| 6M | -72.1% | +9.8% | -81.8% | -76.9% |
| YTD | -70.2% | +28.5% | -98.8% | -82.6% |
| 1Y | -89.6% | +33.5% | -123.1% | -94.5% |
| All | -90.3% | +10.2% | -100.5% | -89.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling