-89.3%
MSTU vs CP
+33.1%
-122.4%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +2.0% | -7.1% | -5.5% |
| 7D | -9.3% | +2.8% | -12.1% | -9.7% |
| 30D | -38.3% | +11.3% | -49.6% | -39.5% |
| 3M | +24.0% | +2.9% | +21.2% | +23.6% |
| 6M | -72.1% | +9.8% | -81.8% | -72.6% |
| YTD | -70.2% | +28.5% | -98.8% | -70.0% |
| All | -89.3% | +33.1% | -122.4% | -89.4% |
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