-89.8%
MSTU vs CP
+8.0%
-97.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | +1.0% |
| 7D | -4.3% | +2.8% | -7.0% | -7.5% |
| 30D | -34.6% | +10.2% | -44.8% | -43.6% |
| 3M | +39.0% | +2.4% | +36.7% | +35.1% |
| 6M | -70.5% | +7.7% | -78.2% | -74.8% |
| YTD | -68.6% | +26.0% | -94.6% | -81.1% |
| 1Y | -88.6% | +34.6% | -123.3% | -94.2% |
| All | -89.8% | +8.0% | -97.8% | -89.1% |
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