-93.7%
MSTU vs CP
+19.4%
-113.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.2% | -4.3% | -5.0% |
| 7D | +12.9% | +0.6% | +12.3% | +12.9% |
| 30D | +68.3% | -0.5% | +68.8% | +69.1% |
| 3M | +0.4% | +0.1% | +0.3% | +0.4% |
| 6M | -41.5% | +7.8% | -49.3% | -44.8% |
| YTD | -61.7% | +22.9% | -84.6% | -64.0% |
| 1Y | -93.7% | +21.3% | -115.0% | -93.8% |
| All | -93.7% | +19.4% | -113.1% | -93.8% |
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