-91.0%
MSTU vs CP
+9.9%
-100.9%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.3% | -7.0% | -6.9% |
| 7D | -21.7% | +2.8% | -24.5% | -24.5% |
| 30D | -42.8% | +11.0% | -53.8% | -51.2% |
| 3M | +21.4% | +3.8% | +17.6% | +15.2% |
| 6M | -74.1% | +9.5% | -83.6% | -78.5% |
| YTD | -72.4% | +28.2% | -100.6% | -83.8% |
| 1Y | -90.1% | +33.0% | -123.0% | -94.7% |
| All | -91.0% | +9.9% | -100.9% | -90.6% |
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