-85.6%
MSTU vs CP
+7.1%
-92.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.3% | -3.5% | -3.6% |
| 7D | +21.3% | -2.7% | +24.0% | +27.1% |
| 30D | +90.8% | +0.2% | +90.7% | +92.1% |
| 3M | -6.8% | +2.6% | -9.3% | -12.3% |
| 6M | -39.8% | +6.0% | -45.8% | -47.4% |
| YTD | -55.7% | +24.9% | -80.6% | -72.8% |
| 1Y | -92.7% | +20.1% | -112.8% | -95.1% |
| All | -85.6% | +7.1% | -92.7% | -84.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling