-92.4%
MSTU vs CP
+10.4%
-102.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.5% | -4.5% | -4.3% |
| 7D | -25.8% | +2.1% | -28.0% | -28.2% |
| 30D | -43.9% | +9.3% | -53.2% | -51.0% |
| 3M | +2.9% | +0.5% | +2.4% | +2.3% |
| 6M | -75.5% | +10.4% | -85.9% | -79.8% |
| YTD | -76.7% | +28.7% | -105.4% | -86.4% |
| 1Y | -88.9% | +33.2% | -122.1% | -94.1% |
| All | -92.4% | +10.4% | -102.8% | -92.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling