-93.7%
MSTU vs CPB
-30.8%
-62.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.6% | -6.0% | -5.3% |
| 7D | +12.9% | -8.0% | +20.9% | +10.8% |
| 30D | +68.3% | -2.4% | +70.8% | +66.2% |
| 3M | +0.4% | +0.5% | -0.2% | +1.2% |
| 6M | -41.5% | -10.5% | -31.1% | -44.1% |
| YTD | -61.7% | -17.5% | -44.2% | -63.4% |
| 1Y | -93.7% | -31.0% | -62.6% | -93.6% |
| All | -93.7% | -30.8% | -62.8% | -93.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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