-93.4%
MSTU vs CP
+19.5%
-112.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -0.5% | -8.1% | -8.5% |
| 7D | +16.1% | +2.4% | +13.7% | +15.5% |
| 30D | +68.7% | -0.5% | +69.2% | +69.0% |
| 3M | -11.0% | +1.4% | -12.4% | -11.5% |
| 6M | -33.4% | +10.3% | -43.7% | -37.6% |
| YTD | -59.5% | +24.3% | -83.8% | -62.0% |
| 1Y | -93.4% | +20.4% | -113.8% | -93.5% |
| All | -93.4% | +19.5% | -112.8% | -93.5% |
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